+420.3%
VIAV vs MOD
+1,486.8%
-1,066.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.9% |
| 7D | +13.6% | +3.6% | +10.0% | +12.5% |
| 30D | +5.3% | -2.6% | +8.0% | +6.2% |
| 3M | -15.6% | -33.1% | +17.5% | -6.9% |
| 6M | +34.0% | -7.5% | +41.5% | +38.5% |
| YTD | +119.9% | +39.3% | +80.6% | +110.6% |
| 1Y | +235.2% | +34.3% | +200.9% | +221.3% |
| 3Y | +299.8% | +296.2% | +3.6% | +198.9% |
| 5Y | +140.1% | +1,504.6% | -1,364.5% | +33.3% |
| 10Y | +420.3% | +1,511.5% | -1,091.2% | +152.1% |
| All | +420.3% | +1,486.8% | -1,066.5% | +152.1% |
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