+368.0%
VIAV vs MSTU
-86.5%
+454.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -8.6% | +19.8% | +11.6% |
| 7D | +11.3% | +16.1% | -4.8% | +10.1% |
| 30D | -1.0% | +68.7% | -69.6% | -4.4% |
| 3M | -20.5% | -11.0% | -9.5% | -21.3% |
| 6M | +39.0% | -33.4% | +72.4% | +38.8% |
| YTD | +117.5% | -59.5% | +177.0% | +117.1% |
| 1Y | +233.8% | -93.4% | +327.1% | +255.6% |
| All | +368.0% | -86.5% | +454.5% | +336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling