+179.1%
MS vs VIVK
-100.0%
+279.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.3% | -0.7% |
| 7D | +2.5% | +13.1% | -10.6% | +2.3% |
| 30D | 0.0% | -29.7% | +29.6% | +0.2% |
| 3M | +2.4% | -93.0% | +95.4% | +4.1% |
| 6M | +36.4% | -98.0% | +134.4% | +39.2% |
| YTD | +23.8% | -97.8% | +121.6% | +24.8% |
| 1Y | +48.6% | -100.0% | +148.6% | +61.2% |
| 3Y | +179.1% | -100.0% | +279.1% | +166.1% |
| All | +179.1% | -100.0% | +279.1% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling