+29.1%
MSTR vs VIK
+225.3%
-196.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -0.7% |
| 7D | +7.7% | -0.8% | +8.5% | +8.1% |
| 30D | +36.3% | -18.0% | +54.4% | +52.8% |
| 3M | +13.4% | -5.8% | +19.2% | +15.5% |
| 6M | -4.5% | +17.2% | -21.7% | -17.6% |
| YTD | -12.7% | +19.1% | -31.8% | -26.3% |
| 1Y | -59.6% | +33.6% | -93.2% | -69.4% |
| All | +29.1% | +225.3% | -196.3% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling