-100.0%
VIVK vs MAS
+39.5%
-139.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.5% |
| 7D | -38.6% | +1.2% | -39.8% | -38.8% |
| 30D | -87.7% | +21.6% | -109.3% | -88.2% |
| 3M | -98.9% | +14.1% | -113.0% | -98.9% |
| 6M | -100.0% | +22.6% | -122.6% | -100.0% |
| YTD | -100.0% | +35.4% | -135.4% | -100.0% |
| 1Y | -100.0% | +37.5% | -137.5% | -100.0% |
| 3Y | -100.0% | +58.3% | -158.3% | -100.0% |
| All | -100.0% | +39.5% | -139.5% | -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 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