+283.2%
MSTR vs VIVK
-100.0%
+383.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.7% | -12.1% | -4.5% |
| 7D | +9.3% | +13.1% | -3.7% | +9.1% |
| 30D | +36.5% | -29.7% | +66.2% | +37.2% |
| 3M | +7.3% | -93.0% | +100.3% | +11.8% |
| 6M | +2.2% | -98.0% | +100.2% | +8.1% |
| YTD | -10.2% | -97.8% | +87.6% | -7.6% |
| 1Y | -58.6% | -100.0% | +41.3% | -52.8% |
| 3Y | +283.2% | -100.0% | +383.2% | +266.0% |
| All | +283.2% | -100.0% | +383.2% | +266.0% |
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