-11.1%
MOS vs VIVK
-100.0%
+88.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.5% | +8.2% | +0.6% |
| 7D | -2.0% | -57.7% | +55.7% | -3.1% |
| 30D | +15.3% | -87.3% | +102.6% | +13.4% |
| 3M | +1.5% | -98.9% | +100.4% | -1.2% |
| 6M | -2.0% | -100.0% | +98.0% | -4.2% |
| YTD | -6.5% | -100.0% | +93.4% | -10.6% |
| 1Y | -11.1% | -100.0% | +88.9% | -1.0% |
| All | -11.1% | -100.0% | +88.9% | -1.0% |
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