-49.1%
MSTR vs VIVK
-100.0%
+50.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.6% | +3.1% | -6.4% |
| 7D | -11.5% | -38.6% | +27.1% | -11.2% |
| 30D | -24.8% | -87.7% | +62.9% | -24.1% |
| 3M | +20.6% | -98.9% | +119.5% | +22.2% |
| 6M | -38.0% | -100.0% | +62.0% | -34.4% |
| YTD | -24.7% | -100.0% | +75.3% | -24.6% |
| 1Y | -49.1% | -100.0% | +50.9% | -46.8% |
| All | -49.1% | -100.0% | +50.9% | -46.8% |
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