+878.4%
MSFT vs VIVK
-100.0%
+978.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +0.7% |
| 7D | -0.8% | -4.4% | +3.6% | -0.8% |
| 30D | +0.8% | -40.8% | +41.7% | +1.1% |
| 3M | +27.2% | -94.1% | +121.4% | +28.8% |
| 6M | +22.9% | -98.2% | +121.1% | +24.9% |
| YTD | +3.1% | -98.0% | +101.1% | +4.3% |
| 1Y | -0.3% | -100.0% | +99.7% | +2.7% |
| 3Y | +50.1% | -100.0% | +150.1% | +54.0% |
| 5Y | +74.6% | -100.0% | +174.6% | +78.9% |
| All | +878.4% | -100.0% | +978.4% | +861.8% |
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