+34,101.6%
MSFT vs VIAV
+2,600.3%
+31,501.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +1.2% |
| 7D | -1.3% | +7.9% | -9.2% | -2.8% |
| 30D | -1.8% | -20.3% | +18.5% | +1.4% |
| 3M | +5.6% | -28.5% | +34.2% | +10.0% |
| 6M | +29.8% | -42.7% | +72.5% | +37.8% |
| YTD | +9.0% | +72.4% | -63.4% | -8.6% |
| 1Y | +4.9% | +81.5% | -76.5% | -13.0% |
| 3Y | +46.2% | +293.8% | -247.6% | +1.2% |
| 5Y | +62.1% | +101.4% | -39.3% | +26.2% |
| 10Y | +899.6% | +293.8% | +605.8% | +575.2% |
| All | +34,101.6% | +2,600.3% | +31,501.3% | +16,979.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling