-100.0%
VIVK vs MAS
+38.5%
-138.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.2% | -7.7% | -7.5% |
| 7D | -57.7% | +3.0% | -60.7% | -57.8% |
| 30D | -87.3% | +22.4% | -109.7% | -88.0% |
| 3M | -98.9% | +14.5% | -113.4% | -98.9% |
| 6M | -100.0% | +27.1% | -127.1% | -100.0% |
| YTD | -100.0% | +35.8% | -135.7% | -100.0% |
| 1Y | -100.0% | +39.4% | -139.4% | -100.0% |
| All | -100.0% | +38.5% | -138.5% | -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