+121.1%
MSTR vs VIVK
-100.0%
+221.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.5% | +5.1% | -2.3% |
| 7D | -13.4% | -57.7% | +44.3% | -12.2% |
| 30D | -22.1% | -87.3% | +65.2% | -19.8% |
| 3M | +15.0% | -98.9% | +113.9% | +22.1% |
| 6M | -37.3% | -100.0% | +62.6% | -29.5% |
| YTD | -26.5% | -100.0% | +73.4% | -20.2% |
| 1Y | -46.5% | -100.0% | +53.5% | -37.6% |
| 3Y | +121.1% | -100.0% | +221.1% | +120.9% |
| All | +121.1% | -100.0% | +221.1% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling