-100.0%
VIVK vs MAS
+759.2%
-859.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.8% | -14.1% | -12.7% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -43.6% | -5.6% | -38.1% | -43.1% |
| 3M | -95.1% | +4.4% | -99.6% | -95.3% |
| 6M | -98.2% | +7.2% | -105.4% | -98.3% |
| YTD | -97.9% | +16.1% | -114.0% | -98.0% |
| 1Y | -100.0% | +0.1% | -100.1% | -100.0% |
| 3Y | -100.0% | +28.3% | -128.3% | -100.0% |
| 5Y | -100.0% | +30.5% | -130.5% | -100.0% |
| 10Y | -100.0% | +139.1% | -239.1% | -100.0% |
| All | -100.0% | +759.2% | -859.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling