-42.7%
VIAV vs MSTU
-76.6%
+33.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.0% | -0.6% | -5.1% |
| 7D | +7.9% | -25.8% | +33.7% | +10.8% |
| 30D | -20.3% | -43.9% | +23.5% | -16.0% |
| 3M | -28.5% | +2.9% | -31.4% | -28.6% |
| 6M | -42.7% | -75.5% | +32.8% | -29.3% |
| All | -42.7% | -76.6% | +33.9% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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