+40.1%
MA vs VIAV
+290.6%
-250.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.2% | -12.6% | -1.5% |
| 7D | -1.8% | +11.3% | -13.1% | -1.8% |
| 30D | +1.4% | -1.0% | +2.4% | +1.3% |
| 3M | +17.7% | -20.5% | +38.3% | +18.0% |
| 6M | +9.7% | +39.0% | -29.3% | +4.4% |
| YTD | +0.5% | +117.5% | -117.0% | -8.8% |
| 1Y | -2.1% | +233.8% | -235.8% | -15.4% |
| 3Y | +40.1% | +295.4% | -255.3% | +15.3% |
| All | +40.1% | +290.6% | -250.5% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling