+584.1%
MA vs VIAV
+315.1%
+269.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -0.5% | +23.7% | -24.2% | -4.6% |
| 30D | +7.9% | -21.2% | +29.1% | +11.6% |
| 3M | +16.8% | -24.5% | +41.3% | +20.4% |
| 6M | +31.0% | -39.1% | +70.1% | +38.0% |
| YTD | +15.0% | +82.6% | -67.6% | -15.8% |
| 1Y | +17.0% | +82.7% | -65.7% | -14.8% |
| 3Y | +68.5% | +315.1% | -246.6% | -14.4% |
| 5Y | +85.0% | +113.4% | -28.4% | +20.5% |
| All | +584.1% | +315.1% | +269.0% | +246.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling