-0.8%
MSFT vs VIAV
+200.0%
-200.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.7% | -5.7% | -1.8% |
| 7D | -2.7% | -4.6% | +1.9% | -2.9% |
| 30D | +2.7% | -10.4% | +13.1% | +2.2% |
| 3M | +17.0% | -34.5% | +51.4% | +13.3% |
| 6M | +23.8% | +7.0% | +16.9% | +24.0% |
| YTD | +4.0% | +95.6% | -91.6% | +10.2% |
| 1Y | -0.8% | +197.2% | -198.0% | +7.2% |
| All | -0.8% | +200.0% | -200.8% | +7.2% |
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