+5,049.2%
MS vs VIAV
+2,964.2%
+2,085.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.8% |
| 7D | +1.4% | -4.6% | +6.0% | +2.6% |
| 30D | -0.3% | -10.4% | +10.1% | +2.0% |
| 3M | +0.3% | -34.5% | +34.8% | +10.2% |
| 6M | +31.3% | +7.0% | +24.4% | +22.3% |
| YTD | +24.7% | +95.6% | -71.0% | -3.9% |
| 1Y | +47.9% | +197.2% | -149.3% | 0.0% |
| 3Y | +178.3% | +232.0% | -53.7% | +76.7% |
| 5Y | +144.9% | +102.2% | +42.7% | +75.8% |
| 10Y | +804.5% | +344.6% | +459.9% | +410.5% |
| All | +5,049.2% | +2,964.2% | +2,085.0% | +1,743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling