-100.0%
VIVK vs MAS
+890.8%
-990.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | -3.4% | -19.9% | -22.7% |
| 7D | -75.3% | +4.6% | -79.9% | -75.7% |
| 30D | -92.3% | +19.9% | -112.2% | -92.6% |
| 3M | -98.3% | +8.9% | -107.2% | -98.4% |
| 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% |
| 3Y | -100.0% | +60.4% | -160.4% | -100.0% |
| 5Y | -100.0% | +43.5% | -143.5% | -100.0% |
| 10Y | -100.0% | +226.7% | -326.7% | -100.0% |
| All | -100.0% | +890.8% | -990.8% | -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