-100.0%
VIVK vs MAS
+42.7%
-142.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -1.3% | -21.4% | -22.6% |
| 7D | -56.0% | +3.6% | -59.5% | -56.3% |
| 30D | -92.3% | +23.8% | -116.1% | -92.6% |
| 3M | -98.6% | +14.4% | -113.1% | -98.7% |
| 6M | -99.9% | +19.7% | -119.7% | -100.0% |
| YTD | -100.0% | +36.0% | -135.9% | -100.0% |
| 1Y | -100.0% | +40.4% | -140.4% | -100.0% |
| 3Y | -100.0% | +58.9% | -158.9% | -100.0% |
| 5Y | -100.0% | +44.5% | -144.5% | -100.0% |
| All | -100.0% | +42.7% | -142.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling