+35.2%
MSFT vs VIK
+243.7%
-208.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -1.3% | +2.7% | -4.0% | -1.7% |
| 30D | -1.8% | +8.8% | -10.6% | -3.2% |
| 3M | +5.6% | -15.3% | +20.9% | +8.1% |
| 6M | +29.8% | +9.4% | +20.4% | +27.1% |
| YTD | +9.0% | +25.9% | -16.8% | +3.1% |
| 1Y | +4.9% | +51.0% | -46.0% | -5.1% |
| All | +35.2% | +243.7% | -208.4% | +3.9% |
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