+92.1%
MA vs VIAV
+116.1%
-24.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.1% |
| 7D | -1.8% | +12.3% | -14.1% | -2.5% |
| 30D | +11.0% | -21.0% | +32.0% | +12.5% |
| 3M | +17.9% | -14.1% | +31.9% | +18.0% |
| 6M | +33.2% | -39.9% | +73.1% | +36.9% |
| YTD | +16.5% | +85.2% | -68.7% | -2.9% |
| 1Y | +19.1% | +84.3% | -65.2% | -0.9% |
| 3Y | +70.6% | +320.9% | -250.4% | +12.1% |
| 5Y | +92.1% | +117.5% | -25.4% | +50.3% |
| All | +92.1% | +116.1% | -24.0% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling