+9.0%
MSFT vs VIAV
+72.0%
-63.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.2% | +8.9% | +6.6% |
| 7D | +4.7% | -14.7% | +19.4% | +4.2% |
| 30D | +5.8% | -37.4% | +43.2% | +3.9% |
| 3M | +13.0% | -27.1% | +40.1% | +12.1% |
| 6M | +34.9% | -44.0% | +78.9% | +31.1% |
| YTD | +15.7% | +64.9% | -49.2% | +19.7% |
| 1Y | +9.0% | +75.3% | -66.3% | +10.6% |
| All | +9.0% | +72.0% | -63.1% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling