+878.4%
MSFT vs VIAV
+419.4%
+458.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | 0.0% |
| 7D | -0.8% | +11.2% | -12.0% | -2.9% |
| 30D | +0.8% | -10.1% | +11.0% | +2.3% |
| 3M | +27.2% | -22.9% | +50.1% | +30.9% |
| 6M | +22.9% | +28.8% | -5.9% | +8.8% |
| YTD | +3.1% | +117.5% | -114.3% | -22.8% |
| 1Y | -0.3% | +216.1% | -216.3% | -34.3% |
| 3Y | +50.1% | +292.2% | -242.1% | -12.1% |
| 5Y | +74.6% | +141.0% | -66.3% | +20.5% |
| All | +878.4% | +419.4% | +458.9% | +439.5% |
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