+2.8%
MOS vs VIVK
-100.0%
+102.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -23.6% | +25.4% | +2.1% |
| 7D | +19.7% | -44.2% | +63.9% | +20.2% |
| 30D | +21.5% | -90.0% | +111.5% | +24.4% |
| 3M | -0.4% | -98.0% | +97.6% | +4.1% |
| 6M | +4.5% | -99.9% | +104.5% | +13.7% |
| YTD | -2.9% | -99.9% | +97.0% | +3.5% |
| 1Y | -7.7% | -100.0% | +92.3% | +2.4% |
| 3Y | -25.6% | -100.0% | +74.4% | -17.8% |
| 5Y | -31.2% | -100.0% | +68.8% | -23.1% |
| 10Y | +2.8% | -100.0% | +102.8% | +5.9% |
| All | +2.8% | -100.0% | +102.8% | +5.9% |
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