+32,147.7%
MSFT vs VIAV
+3,306.1%
+28,841.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.2% | -12.3% | -3.2% |
| 7D | -1.4% | +11.3% | -12.7% | -3.5% |
| 30D | -1.0% | -1.0% | 0.0% | -1.6% |
| 3M | +20.2% | -20.5% | +40.7% | +22.7% |
| 6M | +21.3% | +39.0% | -17.7% | +9.4% |
| YTD | +2.8% | +117.5% | -114.7% | -16.2% |
| 1Y | 0.0% | +233.8% | -233.8% | -25.6% |
| 3Y | +51.2% | +295.4% | -244.2% | +6.2% |
| 5Y | +71.4% | +134.3% | -62.8% | +31.7% |
| 10Y | +868.6% | +398.7% | +469.9% | +535.7% |
| All | +32,147.7% | +3,306.1% | +28,841.5% | +15,565.0% |
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 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