-24.4%
MOS vs VIVK
-100.0%
+75.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +34.1% | -34.0% | +0.3% |
| 7D | +21.6% | -42.9% | +64.5% | +21.5% |
| 30D | +12.0% | -88.6% | +100.6% | +12.1% |
| 3M | -3.9% | -97.7% | +93.8% | -3.6% |
| 6M | -3.3% | -99.9% | +96.6% | -1.8% |
| YTD | -4.6% | -99.9% | +95.3% | -4.5% |
| 1Y | -7.0% | -100.0% | +93.0% | -4.4% |
| 3Y | -24.4% | -100.0% | +75.6% | -22.1% |
| All | -24.4% | -100.0% | +75.6% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling