-29.8%
MOS vs VIVK
-100.0%
+70.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -12.3% | +13.7% | +1.4% |
| 7D | +9.5% | -1.4% | +10.9% | +9.5% |
| 30D | +10.4% | -43.6% | +54.0% | +10.5% |
| 3M | +12.9% | -95.1% | +108.0% | +13.2% |
| 6M | +1.2% | -98.2% | +99.4% | +1.6% |
| YTD | +9.3% | -97.9% | +107.2% | +9.6% |
| 1Y | -18.0% | -100.0% | +82.0% | -17.4% |
| 3Y | -29.0% | -100.0% | +71.0% | -28.6% |
| 5Y | -9.6% | -100.0% | +90.4% | -9.1% |
| 10Y | +6.1% | -100.0% | +106.1% | +6.5% |
| All | -29.8% | -100.0% | +70.2% | -30.5% |
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