-16.3%
MOS vs VIVK
-100.0%
+83.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.0% | +2.6% |
| 7D | +7.1% | +13.1% | -6.0% | +7.0% |
| 30D | +15.0% | -29.7% | +44.7% | +15.1% |
| 3M | +24.1% | -93.0% | +117.1% | +25.4% |
| 6M | +2.7% | -98.0% | +100.7% | +4.0% |
| YTD | +12.2% | -97.8% | +109.9% | +11.6% |
| 1Y | -16.3% | -100.0% | +83.7% | -8.6% |
| All | -16.3% | -100.0% | +83.7% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling