+2,460.4%
MAR vs VIAV
+71.7%
+2,388.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -0.5% | +13.6% | -14.1% | -3.0% |
| 30D | -4.7% | +5.3% | -10.0% | -6.2% |
| 3M | -15.6% | -15.6% | 0.0% | -14.7% |
| 6M | +1.2% | +34.0% | -32.8% | -8.0% |
| YTD | +7.5% | +119.9% | -112.4% | -12.5% |
| 1Y | +26.6% | +235.2% | -208.5% | -6.0% |
| 3Y | +66.0% | +299.8% | -233.8% | +16.5% |
| 5Y | +154.1% | +140.1% | +14.0% | +95.0% |
| 10Y | +441.9% | +420.3% | +21.5% | +257.1% |
| All | +2,460.4% | +71.7% | +2,388.7% | +1,170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling