+2,671.0%
MSFT vs VIVK
-100.0%
+2,771.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.8% | -1.2% |
| 7D | -1.4% | +13.1% | -14.5% | -1.4% |
| 30D | -1.0% | -29.7% | +28.6% | -1.0% |
| 3M | +20.2% | -93.0% | +113.2% | +20.2% |
| 6M | +21.3% | -98.0% | +119.2% | +21.3% |
| YTD | +2.8% | -97.8% | +100.5% | +2.8% |
| 1Y | 0.0% | -100.0% | +99.9% | 0.0% |
| 3Y | +51.2% | -100.0% | +151.2% | +51.3% |
| 5Y | +71.4% | -100.0% | +171.4% | +71.5% |
| 10Y | +868.6% | -100.0% | +968.6% | +871.9% |
| All | +2,671.0% | -100.0% | +2,771.0% | +2,674.0% |
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