+7.5%
MSFU vs VIK
+236.8%
-229.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -5.0% | -3.1% |
| 7D | -3.2% | +3.6% | -6.7% | -4.2% |
| 30D | -3.1% | -16.7% | +13.6% | +2.0% |
| 3M | +35.3% | -1.1% | +36.3% | +34.5% |
| 6M | +31.6% | +27.8% | +3.8% | +17.8% |
| YTD | -9.5% | +23.3% | -32.9% | -18.6% |
| 1Y | -18.4% | +38.2% | -56.6% | -31.0% |
| All | +7.5% | +236.8% | -229.3% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling