+233.8%
VIAV vs MOD
+40.7%
+193.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.2% | +12.3% | +11.9% |
| 7D | +11.3% | +6.3% | +5.0% | +6.8% |
| 30D | -1.0% | -1.7% | +0.7% | +0.4% |
| 3M | -20.5% | -30.1% | +9.6% | -1.5% |
| 6M | +39.0% | +2.7% | +36.3% | +39.7% |
| YTD | +117.5% | +44.1% | +73.4% | +95.8% |
| 1Y | +233.8% | +38.7% | +195.0% | +211.5% |
| All | +233.8% | +40.7% | +193.0% | +211.5% |
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