+62.3%
MSI vs VIK
+243.7%
-181.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | +3.2% | +2.7% | +0.5% | +2.9% |
| 30D | +17.6% | +8.8% | +8.8% | +16.3% |
| 3M | +14.5% | -15.3% | +29.8% | +16.5% |
| 6M | +34.3% | +9.4% | +24.9% | +31.8% |
| YTD | +39.7% | +25.9% | +13.9% | +33.7% |
| 1Y | +40.2% | +51.0% | -10.8% | +30.0% |
| All | +62.3% | +243.7% | -181.4% | +25.8% |
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