+1,701.4%
MSTR vs VIVK
-100.0%
+1,801.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.6% | +3.1% | -6.5% |
| 7D | -11.5% | -38.6% | +27.1% | -11.5% |
| 30D | -24.8% | -87.7% | +62.9% | -24.8% |
| 3M | +20.6% | -98.9% | +119.5% | +20.8% |
| 6M | -38.0% | -100.0% | +62.0% | -37.8% |
| YTD | -24.7% | -100.0% | +75.3% | -24.6% |
| 1Y | -49.1% | -100.0% | +50.9% | -48.9% |
| 3Y | +124.7% | -100.0% | +224.7% | +125.2% |
| 5Y | +40.9% | -100.0% | +140.9% | +41.3% |
| 10Y | +481.5% | -100.0% | +581.5% | +483.7% |
| All | +1,701.4% | -100.0% | +1,801.4% | +1,557.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling