+29.7%
MAS vs VIK
+236.8%
-207.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | +3.6% | +2.6% | +1.0% | +2.7% |
| 30D | +23.8% | +7.9% | +15.9% | +20.7% |
| 3M | +14.4% | -15.2% | +29.6% | +20.1% |
| 6M | +19.7% | +6.5% | +13.2% | +16.3% |
| YTD | +36.0% | +23.3% | +12.6% | +24.7% |
| 1Y | +40.4% | +47.7% | -7.3% | +21.1% |
| All | +29.7% | +236.8% | -207.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling