+21.8%
MSFU vs VIVK
-100.0%
+121.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.4% | +0.8% |
| 7D | -4.9% | -38.6% | +33.7% | -5.0% |
| 30D | -9.1% | -87.7% | +78.7% | -9.1% |
| 3M | +8.7% | -98.9% | +107.5% | +8.9% |
| 6M | +48.3% | -100.0% | +148.2% | +52.2% |
| YTD | -1.6% | -100.0% | +98.4% | +0.6% |
| 1Y | -13.6% | -100.0% | +86.4% | -9.9% |
| All | +21.8% | -100.0% | +121.8% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling