+499.0%
MA vs VIAV
+401.3%
+97.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.2% | +0.6% |
| 7D | -3.5% | +11.2% | -14.7% | -5.8% |
| 30D | +0.7% | -2.6% | +3.3% | +0.3% |
| 3M | +15.8% | -20.1% | +35.9% | +18.3% |
| 6M | +10.2% | +25.8% | -15.6% | -4.2% |
| YTD | -0.5% | +109.9% | -110.4% | -27.7% |
| 1Y | -1.8% | +214.3% | -216.1% | -38.6% |
| 3Y | +38.7% | +281.6% | -242.9% | -23.3% |
| 5Y | +67.6% | +132.6% | -65.0% | +10.5% |
| All | +499.0% | +401.3% | +97.6% | +202.4% |
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