+243.8%
MET vs VIAV
+419.4%
-175.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.5% |
| 7D | -0.5% | +11.2% | -11.7% | -3.4% |
| 30D | +0.5% | -10.1% | +10.6% | +2.4% |
| 3M | +11.6% | -22.9% | +34.5% | +16.2% |
| 6M | +40.8% | +28.8% | +12.0% | +22.0% |
| YTD | +25.7% | +117.5% | -91.8% | -10.4% |
| 1Y | +24.4% | +216.1% | -191.7% | -23.4% |
| 3Y | +67.5% | +292.2% | -224.7% | -9.1% |
| 5Y | +85.8% | +141.0% | -55.2% | +19.2% |
| All | +243.8% | +419.4% | -175.7% | +68.1% |
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