+514.9%
MKSI vs VIVK
-100.0%
+614.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.4% | +9.5% | +2.1% |
| 7D | +2.7% | -4.4% | +7.1% | +2.7% |
| 30D | -12.8% | -40.8% | +28.0% | -12.5% |
| 3M | -22.5% | -94.1% | +71.6% | -21.5% |
| 6M | +19.4% | -98.2% | +117.6% | +21.4% |
| YTD | +67.7% | -98.0% | +165.7% | +69.5% |
| 1Y | +131.4% | -100.0% | +231.4% | +139.0% |
| 3Y | +197.3% | -100.0% | +297.3% | +205.2% |
| 5Y | +87.0% | -100.0% | +187.0% | +92.4% |
| All | +514.9% | -100.0% | +614.9% | +500.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling