+323.1%
VIAV vs MOS
-1.8%
+324.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.6% |
| 7D | +12.3% | +5.5% | +6.9% | +11.0% |
| 30D | -21.0% | +21.0% | -41.9% | -24.6% |
| 3M | -14.1% | -0.5% | -13.6% | -14.9% |
| 6M | -39.9% | +6.6% | -46.5% | -41.7% |
| YTD | +85.2% | -2.8% | +88.0% | +81.0% |
| 1Y | +84.3% | -8.1% | +92.3% | +82.0% |
| 3Y | +320.9% | -25.6% | +346.5% | +325.5% |
| 5Y | +117.5% | -29.8% | +147.3% | +108.3% |
| 10Y | +323.1% | +0.6% | +322.5% | +209.9% |
| All | +323.1% | -1.8% | +324.9% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling