+290.8%
VIAV vs MAS
+215.0%
+75.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | +7.9% | +3.0% | +4.9% | +6.8% |
| 30D | -20.3% | +22.4% | -42.7% | -27.3% |
| 3M | -28.5% | +14.5% | -43.0% | -33.1% |
| 6M | -42.7% | +27.1% | -69.8% | -49.4% |
| YTD | +72.4% | +35.8% | +36.6% | +45.6% |
| 1Y | +81.5% | +39.4% | +42.0% | +51.1% |
| 3Y | +293.8% | +60.3% | +233.6% | +197.0% |
| 5Y | +101.4% | +39.4% | +62.0% | +58.6% |
| All | +290.8% | +215.0% | +75.8% | +98.1% |
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