-0.3%
MSFT vs VIAV
+224.3%
-224.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.9% |
| 7D | -0.8% | +11.2% | -12.0% | -0.1% |
| 30D | +0.8% | -10.1% | +11.0% | +0.4% |
| 3M | +27.2% | -22.9% | +50.1% | +24.5% |
| 6M | +22.9% | +28.8% | -5.9% | +24.6% |
| YTD | +3.1% | +117.5% | -114.3% | +10.4% |
| 1Y | -0.3% | +216.1% | -216.3% | +9.0% |
| All | -0.3% | +224.3% | -224.5% | +9.0% |
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 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