-88.4%
MSTU vs VIVK
-100.0%
+11.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.2% | -6.8% |
| 7D | -22.0% | -9.5% | -12.6% | -21.9% |
| 30D | +60.3% | -35.1% | +95.4% | +61.6% |
| 3M | -3.7% | -93.4% | +89.6% | +2.6% |
| 6M | -45.2% | -98.0% | +52.8% | -40.3% |
| YTD | -64.3% | -97.9% | +33.5% | -63.1% |
| 1Y | -94.0% | -100.0% | +5.9% | -92.6% |
| All | -88.4% | -100.0% | +11.6% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling