+333.2%
MNST vs VIAV
+325.3%
+7.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.5% |
| 7D | -6.9% | +12.3% | -19.2% | -8.2% |
| 30D | +3.7% | -21.0% | +24.7% | +5.8% |
| 3M | -0.3% | -14.1% | +13.8% | -0.2% |
| 6M | +5.1% | -39.9% | +45.0% | +9.1% |
| YTD | +18.4% | +85.2% | -66.8% | +0.3% |
| 1Y | +26.3% | +84.3% | -58.0% | +6.8% |
| 3Y | +64.3% | +320.9% | -256.7% | +12.7% |
| 5Y | +96.8% | +117.5% | -20.7% | +56.2% |
| 10Y | +333.2% | +323.1% | +10.1% | +193.3% |
| All | +333.2% | +325.3% | +7.9% | +193.3% |
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 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