-88.4%
MSTU vs VIK
+155.0%
-243.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.5% | -5.4% |
| 7D | -22.0% | -1.8% | -20.2% | -20.6% |
| 30D | +60.3% | -17.3% | +77.6% | +93.8% |
| 3M | -3.7% | -5.1% | +1.3% | -2.2% |
| 6M | -45.2% | +16.2% | -61.4% | -57.5% |
| YTD | -64.3% | +17.6% | -82.0% | -73.3% |
| 1Y | -94.0% | +33.5% | -127.5% | -96.5% |
| All | -88.4% | +155.0% | -243.4% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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