-39.9%
VIAV vs MOD
-61.4%
+21.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +7.8% |
| 3M | -14.1% | -46.2% | +32.2% | +27.9% |
| 6M | -39.9% | -62.5% | +22.6% | +8.7% |
| All | -39.9% | -61.4% | +21.5% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling