+95.0%
MO vs VIAV
+293.0%
-198.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.5% |
| 7D | +0.1% | +11.2% | -11.0% | +0.9% |
| 30D | +7.1% | -10.1% | +17.3% | +6.7% |
| 3M | -2.0% | -22.9% | +20.9% | -2.3% |
| 6M | +7.3% | +28.8% | -21.5% | +10.4% |
| YTD | +23.5% | +117.5% | -94.0% | +31.8% |
| 1Y | +11.0% | +216.1% | -205.1% | +20.3% |
| 3Y | +95.0% | +292.2% | -197.2% | +103.6% |
| All | +95.0% | +293.0% | -198.0% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling