+1,800.6%
MSI vs VIVK
-100.0%
+1,900.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.7% | -0.7% |
| 7D | -4.0% | -7.9% | +3.9% | -4.0% |
| 30D | -0.5% | -42.0% | +41.5% | -0.5% |
| 3M | +11.4% | -92.5% | +103.9% | +11.4% |
| 6M | +1.0% | -98.0% | +99.0% | +0.9% |
| YTD | +20.7% | -97.9% | +118.6% | +20.6% |
| 1Y | -2.7% | -100.0% | +97.3% | -2.7% |
| 3Y | +68.2% | -100.0% | +168.2% | +68.1% |
| 5Y | +100.0% | -100.0% | +200.0% | +99.8% |
| 10Y | +596.9% | -100.0% | +696.9% | +598.6% |
| All | +1,800.6% | -100.0% | +1,900.6% | +1,967.3% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling