+108.5%
VIAV vs MTSI
+320.9%
-212.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +2.0% |
| 7D | -4.6% | +1.4% | -6.0% | -5.2% |
| 30D | -10.4% | +2.1% | -12.5% | -11.1% |
| 3M | -34.5% | -29.7% | -4.8% | -22.5% |
| 6M | +7.0% | +12.5% | -5.6% | +4.2% |
| YTD | +95.6% | +57.0% | +38.6% | +69.3% |
| 1Y | +197.2% | +103.9% | +93.3% | +132.3% |
| 3Y | +232.0% | +223.6% | +8.4% | +104.9% |
| All | +108.5% | +320.9% | -212.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 5y: compounded portfolio wealth divided by compounded MTSI 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…
5y analysis · Full analysis span regression · 6 months rolling