+85.3%
VIAV vs MOD
-30.3%
+115.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.5% | +2.9% | +4.0% |
| 7D | +12.3% | +8.2% | +4.1% | +7.1% |
| 30D | -21.0% | -38.2% | +17.2% | +8.5% |
| 3M | -14.1% | -46.2% | +32.2% | +28.6% |
| 6M | -39.9% | -62.5% | +22.6% | +12.8% |
| YTD | +85.2% | -20.1% | +105.3% | +134.8% |
| All | +85.3% | -30.3% | +115.6% | +144.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling