+27.7%
MAS vs VIK
+229.5%
-201.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -1.6% |
| 7D | +4.6% | -3.8% | +8.3% | +5.9% |
| 30D | +19.9% | +5.5% | +14.3% | +17.8% |
| 3M | +8.9% | -20.4% | +29.3% | +16.9% |
| 6M | +20.2% | +5.4% | +14.7% | +17.1% |
| YTD | +33.9% | +20.7% | +13.2% | +23.7% |
| 1Y | +34.7% | +50.7% | -16.0% | +15.4% |
| All | +27.7% | +229.5% | -201.8% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling