+521.9%
MSTR vs VIAV
+325.3%
+196.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.4% | -1.3% |
| 7D | -14.2% | +12.3% | -26.5% | -18.2% |
| 30D | -19.9% | -21.0% | +1.1% | -13.6% |
| 3M | +27.3% | -14.1% | +41.4% | +29.5% |
| 6M | -37.6% | -39.9% | +2.4% | -29.0% |
| YTD | -19.5% | +85.2% | -104.7% | -47.4% |
| 1Y | -47.1% | +84.3% | -131.4% | -65.5% |
| 3Y | +140.3% | +320.9% | -180.6% | -5.6% |
| 5Y | +49.5% | +117.5% | -68.0% | -13.9% |
| 10Y | +521.9% | +323.1% | +198.8% | +190.6% |
| All | +521.9% | +325.3% | +196.6% | +190.6% |
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