+151.0%
MS vs VIK
+236.8%
-85.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.7% |
| 7D | +2.5% | +3.6% | -1.1% | +1.1% |
| 30D | 0.0% | -16.7% | +16.7% | +6.9% |
| 3M | +2.4% | -1.1% | +3.5% | +2.2% |
| 6M | +36.4% | +27.8% | +8.6% | +21.1% |
| YTD | +23.8% | +23.3% | +0.5% | +11.3% |
| 1Y | +48.6% | +38.2% | +10.4% | +26.6% |
| All | +151.0% | +236.8% | -85.8% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VIK 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling