+2,101.0%
MSI vs VIVK
-100.0%
+2,201.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.6% | +0.1% |
| 7D | +3.2% | -57.7% | +60.9% | +3.2% |
| 30D | +17.6% | -87.3% | +104.9% | +17.6% |
| 3M | +14.5% | -98.9% | +113.4% | +14.5% |
| 6M | +34.3% | -100.0% | +134.2% | +34.1% |
| YTD | +39.7% | -100.0% | +139.7% | +39.6% |
| 1Y | +40.2% | -100.0% | +140.2% | +40.0% |
| 3Y | +77.1% | -100.0% | +177.1% | +77.0% |
| 5Y | +124.0% | -100.0% | +224.0% | +123.8% |
| 10Y | +665.5% | -100.0% | +765.5% | +666.8% |
| All | +2,101.0% | -100.0% | +2,201.0% | +2,292.7% |
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