+645.5%
MSTR vs VIVK
-100.0%
+745.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.1% |
| 7D | -11.2% | -9.5% | -1.8% | -11.2% |
| 30D | +33.8% | -35.1% | +68.9% | +34.1% |
| 3M | +11.5% | -93.4% | +104.8% | +13.1% |
| 6M | -7.2% | -98.0% | +90.8% | -5.3% |
| YTD | -15.4% | -97.9% | +82.5% | -14.3% |
| 1Y | -60.6% | -100.0% | +39.3% | -59.2% |
| 3Y | +260.8% | -100.0% | +360.8% | +271.6% |
| 5Y | +108.8% | -100.0% | +208.8% | +115.3% |
| All | +645.5% | -100.0% | +745.5% | +625.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling