+1,813.4%
MSI vs VIVK
-100.0%
+1,913.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.7% | -1.1% |
| 7D | -5.8% | +13.1% | -18.8% | -5.8% |
| 30D | -1.0% | -29.7% | +28.7% | -1.0% |
| 3M | +14.2% | -93.0% | +107.1% | +14.1% |
| 6M | +1.0% | -98.0% | +99.0% | +1.0% |
| YTD | +21.5% | -97.8% | +119.2% | +21.4% |
| 1Y | -2.1% | -100.0% | +97.8% | -2.2% |
| 3Y | +69.3% | -100.0% | +169.3% | +69.2% |
| 5Y | +99.3% | -100.0% | +199.3% | +99.2% |
| 10Y | +595.0% | -100.0% | +695.0% | +596.8% |
| All | +1,813.4% | -100.0% | +1,913.4% | +1,981.2% |
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