+46.2%
MSFT vs VIAV
+295.9%
-249.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.3% |
| 7D | -1.3% | +7.9% | -9.2% | -1.4% |
| 30D | -1.8% | -20.3% | +18.5% | -1.8% |
| 3M | +5.6% | -28.5% | +34.2% | +5.7% |
| 6M | +29.8% | -42.7% | +72.5% | +29.5% |
| YTD | +9.0% | +72.4% | -63.4% | +3.4% |
| 1Y | +4.9% | +81.5% | -76.5% | -1.0% |
| 3Y | +46.2% | +293.8% | -247.6% | +32.9% |
| All | +46.2% | +295.9% | -249.7% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling