+76.3%
MSFU vs VIVK
-100.0%
+176.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -12.3% | +8.2% | -4.1% |
| 7D | -5.7% | -1.4% | -4.3% | -5.7% |
| 30D | +4.2% | -43.6% | +47.8% | +4.4% |
| 3M | +27.9% | -95.1% | +123.0% | +30.7% |
| 6M | +37.1% | -98.2% | +135.3% | +40.9% |
| YTD | -7.4% | -97.9% | +90.5% | -5.3% |
| 1Y | -19.6% | -100.0% | +80.4% | -15.2% |
| 3Y | +33.2% | -100.0% | +133.2% | +38.2% |
| All | +76.3% | -100.0% | +176.3% | +87.7% |
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