+49.5%
MSTR vs VIAV
+116.1%
-66.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.4% | -1.1% |
| 7D | -14.2% | +12.3% | -26.5% | -18.0% |
| 30D | -19.9% | -21.0% | +1.1% | -14.0% |
| 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% | -48.4% |
| 1Y | -47.1% | +84.3% | -131.4% | -66.1% |
| 3Y | +140.3% | +320.9% | -180.6% | -20.9% |
| 5Y | +49.5% | +117.5% | -68.0% | +14.5% |
| All | +49.5% | +116.1% | -66.6% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling