+578.8%
MS vs VIVK
-100.0%
+678.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -23.6% | +26.7% | +3.2% |
| 7D | +0.7% | -44.2% | +45.0% | +1.0% |
| 30D | -0.9% | -90.0% | +89.1% | 0.0% |
| 3M | -13.0% | -98.0% | +85.0% | -11.5% |
| 6M | -2.0% | -99.9% | +98.0% | +1.0% |
| YTD | +7.8% | -99.9% | +107.7% | +10.3% |
| 1Y | +17.9% | -100.0% | +117.8% | +22.4% |
| 3Y | +174.8% | -100.0% | +274.8% | +185.4% |
| 5Y | +119.9% | -100.0% | +219.9% | +128.5% |
| 10Y | +578.8% | -100.0% | +678.8% | +632.6% |
| All | +578.8% | -100.0% | +678.8% | +632.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling