-100.0%
VIVK vs MAS
+61.2%
-161.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | -3.4% | -19.9% | -23.0% |
| 7D | -75.3% | +4.6% | -79.9% | -75.5% |
| 30D | -92.3% | +19.9% | -112.2% | -92.4% |
| 3M | -98.3% | +8.9% | -107.2% | -98.3% |
| 6M | -99.9% | +20.2% | -120.1% | -99.9% |
| YTD | -99.9% | +33.9% | -133.8% | -99.9% |
| 1Y | -100.0% | +34.7% | -134.7% | -100.0% |
| All | -100.0% | +61.2% | -161.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling