+794.2%
MS vs VIVK
-100.0%
+894.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.3% | -0.7% |
| 7D | +2.5% | +13.1% | -10.6% | +2.4% |
| 30D | 0.0% | -29.7% | +29.6% | +0.1% |
| 3M | +2.4% | -93.0% | +95.4% | +3.5% |
| 6M | +36.4% | -98.0% | +134.4% | +38.3% |
| YTD | +23.8% | -97.8% | +121.6% | +24.9% |
| 1Y | +48.6% | -100.0% | +148.6% | +53.3% |
| 3Y | +179.1% | -100.0% | +279.1% | +186.4% |
| 5Y | +144.8% | -100.0% | +244.8% | +151.2% |
| 10Y | +794.2% | -100.0% | +894.2% | +793.1% |
| All | +794.2% | -100.0% | +894.2% | +793.1% |
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