-87.5%
MSTU vs VIVK
-100.0%
+12.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.3% | +0.9% | -5.3% |
| 7D | +12.9% | -7.9% | +20.8% | +13.1% |
| 30D | +68.3% | -42.0% | +110.3% | +70.2% |
| 3M | +0.4% | -92.5% | +92.9% | +6.1% |
| 6M | -41.5% | -98.0% | +56.5% | -36.3% |
| YTD | -61.7% | -97.9% | +36.2% | -60.4% |
| 1Y | -93.7% | -100.0% | +6.3% | -92.2% |
| All | -87.5% | -100.0% | +12.5% | -85.3% |
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 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