-100.0%
VIVK vs MAS
+40.8%
-140.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +5.6% | -33.1% | -28.5% |
| 7D | -68.7% | +14.2% | -82.8% | -70.1% |
| 30D | -90.0% | +26.8% | -116.8% | -90.7% |
| 3M | -98.1% | +13.1% | -111.2% | -98.1% |
| 6M | -99.9% | +27.9% | -127.8% | -99.9% |
| YTD | -99.9% | +38.7% | -138.6% | -99.9% |
| 1Y | -100.0% | +40.4% | -140.4% | -100.0% |
| All | -100.0% | +40.8% | -140.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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