+36.0%
VIK vs MSTZ
-29.5%
+65.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.4% |
| 7D | -3.0% | -29.7% | +26.7% | -4.0% |
| 30D | -20.7% | -65.3% | +44.5% | -23.4% |
| 3M | -4.6% | -57.3% | +52.7% | -5.5% |
| 6M | +14.0% | -61.6% | +75.6% | +13.5% |
| YTD | +20.2% | -78.3% | +98.4% | +16.3% |
| 1Y | +36.0% | -30.2% | +66.3% | +35.2% |
| All | +36.0% | -29.5% | +65.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling