+27.5%
MSI vs VIVK
-100.0%
+127.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -27.5% | +28.7% | +1.2% |
| 7D | +2.8% | -68.7% | +71.5% | +2.8% |
| 30D | +9.1% | -90.0% | +99.2% | +8.9% |
| 3M | +12.5% | -98.1% | +110.6% | +12.1% |
| 6M | +14.2% | -99.9% | +114.1% | +13.9% |
| YTD | +30.7% | -99.9% | +130.6% | +30.1% |
| 1Y | +27.5% | -100.0% | +127.5% | +26.9% |
| All | +27.5% | -100.0% | +127.5% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling