+16.3%
MOS vs VIVK
-100.0%
+116.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | -1.1% |
| 7D | +1.7% | -7.9% | +9.6% | +1.8% |
| 30D | +11.7% | -42.0% | +53.6% | +12.5% |
| 3M | +23.2% | -92.5% | +115.7% | +26.5% |
| 6M | -1.6% | -98.0% | +96.4% | +2.0% |
| YTD | +10.8% | -97.9% | +108.7% | +13.6% |
| 1Y | -16.2% | -100.0% | +83.8% | -9.4% |
| 3Y | -24.2% | -100.0% | +75.8% | -19.1% |
| 5Y | -6.6% | -100.0% | +93.4% | -0.1% |
| 10Y | +16.3% | -100.0% | +116.3% | +14.8% |
| All | +16.3% | -100.0% | +116.3% | +14.8% |
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