+15.9%
MSFU vs VIK
+244.4%
-228.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.3% | -7.0% | -5.5% |
| 7D | -12.7% | -1.2% | -11.4% | -12.3% |
| 30D | -9.0% | +11.5% | -20.5% | -11.9% |
| 3M | +2.9% | -11.3% | +14.2% | +6.3% |
| 6M | +43.5% | +11.3% | +32.2% | +36.9% |
| YTD | -2.4% | +26.1% | -28.5% | -12.9% |
| 1Y | -13.5% | +50.0% | -63.5% | -29.0% |
| All | +15.9% | +244.4% | -228.4% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling