+803.2%
MS vs VIAV
+407.5%
+395.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +1.7% | +13.6% | -11.9% | -2.6% |
| 30D | 0.0% | +5.3% | -5.3% | -2.7% |
| 3M | +3.0% | -15.6% | +18.6% | +5.5% |
| 6M | +35.7% | +34.0% | +1.7% | +13.7% |
| YTD | +23.3% | +119.9% | -96.6% | -16.9% |
| 1Y | +44.7% | +235.2% | -190.5% | -19.2% |
| 3Y | +178.0% | +299.8% | -121.8% | +37.1% |
| 5Y | +143.2% | +140.1% | +3.1% | +47.0% |
| 10Y | +803.2% | +420.3% | +382.9% | +290.7% |
| All | +803.2% | +407.5% | +395.7% | +290.7% |
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