+601.1%
MSI vs VIVK
-100.0%
+701.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.5% |
| 7D | -0.4% | -4.4% | +4.0% | -0.4% |
| 30D | -0.8% | -40.8% | +40.0% | -0.7% |
| 3M | +13.9% | -94.1% | +108.1% | +14.5% |
| 6M | +1.3% | -98.2% | +99.5% | +2.0% |
| YTD | +22.3% | -98.0% | +120.3% | +22.8% |
| 1Y | -3.9% | -100.0% | +96.1% | -2.6% |
| 3Y | +69.9% | -100.0% | +169.9% | +71.6% |
| 5Y | +103.8% | -100.0% | +203.8% | +105.9% |
| All | +601.1% | -100.0% | +701.1% | +604.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling