+66.3%
MA vs VIAV
+136.9%
-70.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -3.5% | +13.6% | -17.1% | -4.5% |
| 30D | +0.8% | +5.3% | -4.6% | 0.0% |
| 3M | +14.8% | -15.6% | +30.4% | +15.3% |
| 6M | +10.0% | +34.0% | -24.0% | +1.2% |
| YTD | -0.1% | +119.9% | -120.0% | -16.8% |
| 1Y | -2.2% | +235.2% | -237.4% | -25.8% |
| 3Y | +39.3% | +299.8% | -260.5% | -0.9% |
| 5Y | +66.3% | +140.1% | -73.7% | +39.9% |
| All | +66.3% | +136.9% | -70.5% | +39.9% |
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