-100.0%
VIVK vs MSTZ
-99.1%
-0.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.6% | -4.2% | +2.6% |
| 7D | -9.5% | +24.8% | -34.3% | -8.9% |
| 30D | -35.1% | -59.2% | +24.1% | -36.2% |
| 3M | -93.4% | -56.9% | -36.5% | -93.4% |
| 6M | -98.0% | -57.6% | -40.4% | -98.0% |
| YTD | -97.9% | -73.6% | -24.3% | -97.8% |
| 1Y | -100.0% | -15.6% | -84.4% | -100.0% |
| All | -100.0% | -99.1% | -0.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling