+110.9%
MO vs VIAV
+419.4%
-308.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.1% |
| 7D | +0.1% | +11.2% | -11.0% | -0.4% |
| 30D | +7.1% | -10.1% | +17.3% | +7.5% |
| 3M | -2.0% | -22.9% | +20.9% | -0.9% |
| 6M | +7.3% | +28.8% | -21.5% | +3.9% |
| YTD | +23.5% | +117.5% | -94.0% | +13.6% |
| 1Y | +11.0% | +216.1% | -205.1% | -2.4% |
| 3Y | +95.0% | +292.2% | -197.2% | +63.5% |
| 5Y | +100.6% | +141.0% | -40.4% | +79.3% |
| All | +110.9% | +419.4% | -308.6% | +70.5% |
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