+3,460.4%
MA vs VIVK
-100.0%
+3,560.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.5% | +8.8% | +1.3% |
| 7D | +1.3% | -57.7% | +59.0% | +1.4% |
| 30D | +9.6% | -87.3% | +96.9% | +9.8% |
| 3M | +16.8% | -98.9% | +115.7% | +17.2% |
| 6M | +35.2% | -100.0% | +135.1% | +36.0% |
| YTD | +16.6% | -100.0% | +116.5% | +17.1% |
| 1Y | +19.8% | -100.0% | +119.8% | +20.6% |
| 3Y | +70.7% | -100.0% | +170.7% | +71.9% |
| 5Y | +87.4% | -100.0% | +187.4% | +88.8% |
| 10Y | +570.0% | -100.0% | +670.0% | +571.1% |
| All | +3,460.4% | -100.0% | +3,560.4% | +3,379.3% |
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