+2,148.5%
MSTR vs VIVK
-100.0%
+2,248.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -12.3% | +10.9% | -1.4% |
| 7D | +12.2% | -1.4% | +13.5% | +12.2% |
| 30D | +45.2% | -43.6% | +88.8% | +45.2% |
| 3M | +10.4% | -95.1% | +105.5% | +10.5% |
| 6M | -2.5% | -98.2% | +95.7% | -2.4% |
| YTD | -6.0% | -97.9% | +91.9% | -6.0% |
| 1Y | -56.4% | -100.0% | +43.6% | -56.3% |
| 3Y | +306.3% | -100.0% | +406.3% | +306.8% |
| 5Y | +100.5% | -100.0% | +200.5% | +100.8% |
| 10Y | +741.1% | -100.0% | +841.1% | +743.5% |
| All | +2,148.5% | -100.0% | +2,248.5% | +1,966.8% |
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