+26.9%
MSFT vs VIK
+225.3%
-198.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | +0.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -2.7% | -18.0% | +15.4% | +0.2% |
| 3M | +22.1% | -5.8% | +27.9% | +22.7% |
| 6M | +20.6% | +17.2% | +3.4% | +15.8% |
| YTD | +2.3% | +19.1% | -16.8% | -2.4% |
| 1Y | -0.5% | +33.6% | -34.2% | -7.9% |
| All | +26.9% | +225.3% | -198.4% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling