+593.1%
MA vs VIAV
+291.8%
+301.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +2.3% |
| 7D | +1.3% | +7.9% | -6.6% | -0.3% |
| 30D | +9.6% | -20.3% | +29.9% | +13.0% |
| 3M | +16.8% | -28.5% | +45.3% | +21.5% |
| 6M | +35.2% | -42.7% | +77.9% | +44.0% |
| YTD | +16.6% | +72.4% | -55.8% | -13.9% |
| 1Y | +19.8% | +81.5% | -61.7% | -13.3% |
| 3Y | +70.7% | +293.8% | -223.2% | -12.6% |
| 5Y | +87.4% | +101.4% | -14.0% | +23.3% |
| All | +593.1% | +291.8% | +301.3% | +254.6% |
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