-37.0%
MOS vs VIVK
-100.0%
+63.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -22.8% | +23.7% | +1.0% |
| 7D | +24.8% | -56.0% | +80.8% | +24.9% |
| 30D | +22.7% | -92.3% | +115.0% | +23.0% |
| 3M | -1.2% | -98.6% | +97.4% | -0.8% |
| 6M | +5.5% | -99.9% | +105.5% | +6.4% |
| YTD | -2.0% | -100.0% | +98.0% | -1.4% |
| 1Y | -7.9% | -100.0% | +92.1% | -7.1% |
| 3Y | -25.0% | -100.0% | +75.0% | -24.3% |
| 5Y | -27.7% | -100.0% | +72.3% | -27.0% |
| 10Y | -1.6% | -100.0% | +98.4% | -0.7% |
| All | -37.0% | -100.0% | +63.0% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling