-100.0%
VIVK vs MSTZ
-29.5%
-70.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.6% | -14.9% | -12.3% |
| 7D | -1.4% | -29.7% | +28.3% | -2.0% |
| 30D | -43.6% | -65.3% | +21.7% | -44.4% |
| 3M | -95.1% | -57.3% | -37.8% | -94.9% |
| 6M | -98.2% | -61.6% | -36.6% | -98.1% |
| YTD | -97.9% | -78.3% | -19.6% | -97.8% |
| 1Y | -100.0% | -30.2% | -69.7% | -100.0% |
| All | -100.0% | -29.5% | -70.5% | -100.0% |
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