+1,033.3%
MS vs VIVK
-100.0%
+1,133.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.3% | +12.6% | +0.3% |
| 7D | +1.4% | -1.4% | +2.8% | +1.4% |
| 30D | -0.3% | -43.6% | +43.4% | -0.2% |
| 3M | +0.3% | -95.1% | +95.4% | +0.4% |
| 6M | +31.3% | -98.2% | +129.5% | +31.5% |
| YTD | +24.7% | -97.9% | +122.6% | +24.8% |
| 1Y | +47.9% | -100.0% | +147.9% | +48.3% |
| 3Y | +178.3% | -100.0% | +278.3% | +178.9% |
| 5Y | +144.9% | -100.0% | +244.9% | +145.4% |
| 10Y | +804.5% | -100.0% | +904.5% | +807.1% |
| All | +1,033.3% | -100.0% | +1,133.3% | +1,044.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling