+107.1%
MSTR vs VIVK
-100.0%
+207.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.3% | +3.5% | -2.7% |
| 7D | +7.7% | -7.9% | +15.6% | +7.9% |
| 30D | +36.3% | -42.0% | +78.3% | +37.4% |
| 3M | +13.4% | -92.5% | +105.9% | +17.3% |
| 6M | -4.5% | -98.0% | +93.5% | +0.3% |
| YTD | -12.7% | -97.9% | +85.2% | -10.0% |
| 1Y | -59.6% | -100.0% | +40.4% | -55.3% |
| 3Y | +272.5% | -100.0% | +372.4% | +302.0% |
| 5Y | +107.1% | -100.0% | +207.1% | +129.2% |
| All | +107.1% | -100.0% | +207.1% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling