+3,014.3%
MA vs VIVK
-100.0%
+3,114.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.3% | +11.2% | -1.1% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | +1.5% | -43.6% | +45.1% | +1.6% |
| 3M | +20.4% | -95.1% | +115.6% | +20.7% |
| 6M | +11.1% | -98.2% | +109.3% | +11.4% |
| YTD | +2.0% | -97.9% | +99.9% | +2.1% |
| 1Y | -2.2% | -100.0% | +97.8% | -1.7% |
| 3Y | +41.9% | -100.0% | +141.9% | +42.5% |
| 5Y | +75.4% | -100.0% | +175.3% | +76.0% |
| 10Y | +527.5% | -100.0% | +627.5% | +526.5% |
| All | +3,014.3% | -100.0% | +3,114.3% | +2,934.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling