-42.3%
MSTR vs VIVK
-100.0%
+57.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -27.5% | +32.5% | +5.2% |
| 7D | -1.8% | -68.7% | +66.9% | -1.3% |
| 30D | -13.3% | -90.0% | +76.7% | -12.5% |
| 3M | +46.0% | -98.1% | +144.0% | +48.3% |
| 6M | -22.4% | -99.9% | +77.5% | -17.0% |
| YTD | -6.2% | -99.9% | +93.7% | -5.7% |
| 1Y | -42.3% | -100.0% | +57.7% | -33.9% |
| All | -42.3% | -100.0% | +57.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling