+23.7%
MSFU vs VIVK
-100.0%
+123.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.5% | -0.9% |
| 7D | -2.3% | -7.9% | +5.6% | -2.3% |
| 30D | -6.3% | -42.0% | +35.7% | -6.1% |
| 3M | +40.0% | -92.5% | +132.5% | +42.2% |
| 6M | +30.1% | -98.0% | +128.1% | +33.6% |
| YTD | -10.3% | -97.9% | +87.6% | -8.3% |
| 1Y | -19.0% | -100.0% | +80.9% | -14.7% |
| All | +23.7% | -100.0% | +123.7% | +18.4% |
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