+118.5%
MS vs VIK
+233.3%
-114.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -0.9% | +6.8% | -7.7% | -3.4% |
| 3M | -13.0% | -17.6% | +4.6% | -6.7% |
| 6M | -2.0% | +5.4% | -7.4% | -5.1% |
| YTD | +7.8% | +22.1% | -14.3% | -2.8% |
| 1Y | +17.9% | +49.3% | -31.4% | -2.8% |
| All | +118.5% | +233.3% | -114.8% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling