+155.6%
VIK vs MSTZ
-99.3%
+254.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.4% |
| 7D | -3.0% | -29.7% | +26.7% | -4.6% |
| 30D | -20.7% | -65.3% | +44.5% | -24.8% |
| 3M | -4.6% | -57.3% | +52.7% | -6.8% |
| 6M | +14.0% | -61.6% | +75.6% | +12.7% |
| YTD | +20.2% | -78.3% | +98.4% | +17.6% |
| 1Y | +36.0% | -30.2% | +66.3% | +47.0% |
| All | +155.6% | -99.3% | +254.9% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling