+578.8%
MS vs VIAV
+333.3%
+245.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.3% | -9.2% | -0.6% |
| 7D | +0.7% | +15.0% | -14.3% | -3.8% |
| 30D | -0.9% | -29.7% | +28.7% | +8.5% |
| 3M | -13.0% | -18.3% | +5.3% | -10.6% |
| 6M | -2.0% | -37.6% | +35.6% | +6.8% |
| YTD | +7.8% | +79.5% | -71.7% | -24.2% |
| 1Y | +17.9% | +79.6% | -61.7% | -17.4% |
| 3Y | +174.8% | +310.0% | -135.2% | +28.1% |
| 5Y | +119.9% | +105.9% | +13.9% | +35.8% |
| 10Y | +578.8% | +309.0% | +269.9% | +255.1% |
| All | +578.8% | +333.3% | +245.5% | +255.1% |
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