-100.0%
VIVK vs MAS
+230.1%
-330.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +4.5% | -28.1% | -24.4% |
| 7D | -44.2% | +3.3% | -47.5% | -44.9% |
| 30D | -90.0% | +25.5% | -115.5% | -90.6% |
| 3M | -98.0% | +11.8% | -109.8% | -98.1% |
| 6M | -99.9% | +21.3% | -121.3% | -99.9% |
| YTD | -99.9% | +37.7% | -137.7% | -99.9% |
| 1Y | -100.0% | +41.0% | -141.0% | -100.0% |
| 3Y | -100.0% | +63.0% | -163.0% | -100.0% |
| 5Y | -100.0% | +44.1% | -144.1% | -100.0% |
| 10Y | -100.0% | +224.3% | -324.3% | -100.0% |
| All | -100.0% | +230.1% | -330.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling