+1,826.5%
MSTR vs VIVK
-100.0%
+1,926.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -14.3% | +15.4% | +1.1% |
| 7D | -14.2% | -48.0% | +33.8% | -14.1% |
| 30D | -19.9% | -88.4% | +68.6% | -19.8% |
| 3M | +27.3% | -98.7% | +126.1% | +27.5% |
| 6M | -37.6% | -100.0% | +62.4% | -37.4% |
| YTD | -19.5% | -100.0% | +80.5% | -19.3% |
| 1Y | -47.1% | -100.0% | +52.9% | -47.0% |
| 3Y | +140.3% | -100.0% | +240.3% | +140.9% |
| 5Y | +49.5% | -100.0% | +149.5% | +49.9% |
| 10Y | +521.9% | -100.0% | +621.9% | +524.2% |
| All | +1,826.5% | -100.0% | +1,926.5% | +1,672.7% |
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