+85.0%
MA vs VIVK
-100.0%
+185.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.3% | -1.2% |
| 7D | -0.5% | -38.6% | +38.1% | -0.4% |
| 30D | +7.9% | -87.7% | +95.6% | +8.7% |
| 3M | +16.8% | -98.9% | +115.6% | +18.9% |
| 6M | +31.0% | -100.0% | +130.9% | +35.4% |
| YTD | +15.0% | -100.0% | +115.0% | +18.1% |
| 1Y | +17.0% | -100.0% | +117.0% | +23.0% |
| 3Y | +68.5% | -100.0% | +168.5% | +75.5% |
| 5Y | +85.0% | -100.0% | +185.0% | +80.9% |
| All | +85.0% | -100.0% | +185.0% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling