+264.1%
VIAV vs MOD
+906.4%
-642.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.7% | +2.5% | +6.8% |
| 7D | -4.8% | -25.5% | +20.7% | +2.2% |
| 30D | -38.5% | -49.0% | +10.5% | -26.9% |
| 3M | -29.9% | -49.8% | +20.0% | -16.4% |
| 6M | -46.3% | -64.8% | +18.5% | -30.2% |
| YTD | +59.8% | -27.6% | +87.4% | +80.5% |
| 1Y | +62.3% | -35.2% | +97.5% | +86.6% |
| 3Y | +243.0% | +137.1% | +105.9% | +196.0% |
| 5Y | +80.3% | +760.3% | -680.0% | +17.7% |
| All | +264.1% | +906.4% | -642.3% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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