+26.0%
MAR vs VIAV
+224.3%
-198.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.7% |
| 7D | -0.5% | +11.2% | -11.7% | -0.7% |
| 30D | -5.4% | -10.1% | +4.7% | -5.3% |
| 3M | -15.5% | -22.9% | +7.4% | -14.9% |
| 6M | +3.0% | +28.8% | -25.8% | +1.6% |
| YTD | +8.5% | +117.5% | -108.9% | +4.7% |
| 1Y | +26.0% | +216.1% | -190.1% | +18.8% |
| All | +26.0% | +224.3% | -198.3% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling