+1,956.5%
VIAV vs MCO
+7,404.7%
-5,448.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.8% |
| 7D | +11.2% | -3.8% | +14.9% | +13.2% |
| 30D | -10.1% | -0.4% | -9.7% | -10.5% |
| 3M | -22.9% | +7.7% | -30.6% | -27.3% |
| 6M | +28.8% | +7.0% | +21.8% | +20.5% |
| YTD | +117.5% | -6.4% | +123.9% | +115.2% |
| 1Y | +216.1% | -7.6% | +223.7% | +213.9% |
| 3Y | +292.2% | +43.2% | +249.0% | +205.6% |
| 5Y | +141.0% | +29.6% | +111.4% | +93.2% |
| 10Y | +414.6% | +389.2% | +25.4% | +100.0% |
| All | +1,956.5% | +7,404.7% | -5,448.2% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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