-88.0%
MSTU vs VIVK
-100.0%
+12.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.4% | +11.0% | +3.7% |
| 7D | -16.6% | -4.4% | -12.2% | -16.5% |
| 30D | +69.7% | -40.8% | +110.5% | +71.5% |
| 3M | -7.5% | -94.1% | +86.7% | -1.0% |
| 6M | -43.1% | -98.2% | +55.1% | -37.8% |
| YTD | -63.0% | -98.0% | +35.0% | -61.7% |
| 1Y | -93.8% | -100.0% | +6.2% | -92.4% |
| All | -88.0% | -100.0% | +12.0% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling