+433.8%
MAR vs VIAV
+419.4%
+14.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.8% |
| 7D | -0.5% | +11.2% | -11.7% | -3.5% |
| 30D | -5.4% | -10.1% | +4.7% | -3.5% |
| 3M | -15.5% | -22.9% | +7.4% | -12.0% |
| 6M | +3.0% | +28.8% | -25.8% | -11.2% |
| YTD | +8.5% | +117.5% | -108.9% | -23.8% |
| 1Y | +26.0% | +216.1% | -190.1% | -24.3% |
| 3Y | +68.6% | +292.2% | -223.6% | -11.2% |
| 5Y | +157.4% | +141.0% | +16.4% | +62.6% |
| All | +433.8% | +419.4% | +14.4% | +168.5% |
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