+956.8%
MSTR vs VIAV
-1.8%
+958.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.2% | -0.6% |
| 7D | -13.4% | +7.9% | -21.3% | -15.9% |
| 30D | -22.1% | -20.3% | -1.8% | -17.1% |
| 3M | +15.0% | -28.5% | +43.5% | +24.4% |
| 6M | -37.3% | -42.7% | +5.4% | -29.2% |
| YTD | -26.5% | +72.4% | -98.9% | -44.8% |
| 1Y | -46.5% | +81.5% | -127.9% | -60.5% |
| 3Y | +121.1% | +293.8% | -172.8% | +20.6% |
| 5Y | +37.5% | +101.4% | -63.9% | -4.6% |
| 10Y | +467.3% | +293.8% | +173.5% | +206.5% |
| All | +956.8% | -1.8% | +958.6% | +510.2% |
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