+76.1%
VIAV vs MOD
-33.9%
+110.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +9.9% | +2.5% | +5.6% |
| 7D | +15.0% | -13.9% | +29.0% | +24.4% |
| 30D | -29.7% | -41.5% | +11.9% | +0.2% |
| 3M | -18.3% | -45.7% | +27.4% | +21.4% |
| 6M | -37.6% | -61.1% | +23.6% | +14.1% |
| YTD | +79.5% | -20.5% | +100.0% | +128.2% |
| All | +76.1% | -33.9% | +110.0% | +137.8% |
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