-100.0%
VIVK vs MOH
+1,381.4%
-1,481.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.0% | -9.4% | -7.3% |
| 7D | -4.4% | +1.7% | -6.1% | -4.3% |
| 30D | -40.8% | -0.9% | -39.9% | -40.8% |
| 3M | -94.1% | +5.7% | -99.9% | -94.1% |
| 6M | -98.2% | +39.1% | -137.3% | -98.2% |
| YTD | -98.0% | +17.7% | -115.7% | -98.0% |
| 1Y | -100.0% | +8.4% | -108.3% | -100.0% |
| 3Y | -100.0% | -36.6% | -63.4% | -100.0% |
| 5Y | -100.0% | -19.1% | -80.9% | -100.0% |
| 10Y | -100.0% | +262.8% | -362.8% | -100.0% |
| All | -100.0% | +1,381.4% | -1,481.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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