+66.3%
MA vs VIVK
-100.0%
+166.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | -0.6% |
| 7D | -3.5% | -7.9% | +4.4% | -3.5% |
| 30D | +0.8% | -42.0% | +42.7% | +1.0% |
| 3M | +14.8% | -92.5% | +107.3% | +15.8% |
| 6M | +10.0% | -98.0% | +108.0% | +11.4% |
| YTD | -0.1% | -97.9% | +97.8% | +0.8% |
| 1Y | -2.2% | -100.0% | +97.7% | +1.6% |
| 3Y | +39.3% | -100.0% | +139.2% | +42.7% |
| 5Y | +66.3% | -100.0% | +166.3% | +64.0% |
| All | +66.3% | -100.0% | +166.3% | +64.0% |
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