+264.1%
VIAV vs MAS
+215.9%
+48.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.5% | +9.8% | +8.9% |
| 7D | -4.8% | +2.4% | -7.2% | -6.0% |
| 30D | -38.5% | +19.8% | -58.3% | -43.5% |
| 3M | -29.9% | +9.8% | -39.7% | -33.4% |
| 6M | -46.3% | +15.8% | -62.0% | -50.7% |
| YTD | +59.8% | +31.8% | +27.9% | +36.3% |
| 1Y | +62.3% | +35.4% | +26.9% | +36.6% |
| 3Y | +243.0% | +59.2% | +183.8% | +158.4% |
| 5Y | +80.3% | +41.2% | +39.1% | +40.5% |
| All | +264.1% | +215.9% | +48.1% | +85.7% |
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