+2,871.3%
VIAV vs MOD
+988.7%
+1,882.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +2.2% |
| 7D | -4.6% | +9.6% | -14.2% | -7.5% |
| 30D | -10.4% | 0.0% | -10.4% | -10.2% |
| 3M | -34.5% | -35.4% | +0.9% | -24.0% |
| 6M | +7.0% | -7.3% | +14.2% | +11.0% |
| YTD | +95.6% | +45.8% | +49.8% | +75.9% |
| 1Y | +197.2% | +43.1% | +154.0% | +165.0% |
| 3Y | +232.0% | +297.7% | -65.7% | +89.4% |
| 5Y | +102.2% | +1,478.8% | -1,376.5% | -34.0% |
| 10Y | +344.6% | +1,633.4% | -1,288.7% | +3.9% |
| All | +2,871.3% | +988.7% | +1,882.6% | +410.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling