+314.0%
VIAV vs MAS
+214.3%
+99.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +23.7% | +1.2% | +22.6% | +23.3% |
| 30D | -21.2% | +21.6% | -42.8% | -27.8% |
| 3M | -24.5% | +14.1% | -38.6% | -29.2% |
| 6M | -39.1% | +22.6% | -61.7% | -45.3% |
| YTD | +82.6% | +35.4% | +47.2% | +54.4% |
| 1Y | +82.7% | +37.5% | +45.2% | +53.2% |
| 3Y | +315.1% | +58.3% | +256.7% | +214.8% |
| 5Y | +113.4% | +39.1% | +74.3% | +68.2% |
| All | +314.0% | +214.3% | +99.7% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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