-41.8%
VIAV vs MTSI
-36.4%
-5.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +9.0% | +3.3% | +4.5% |
| 7D | +15.0% | +3.5% | +11.5% | +10.4% |
| 30D | -29.7% | -30.3% | +0.7% | -4.5% |
| 3M | -18.3% | -26.0% | +7.7% | +5.4% |
| All | -41.8% | -36.4% | -5.4% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling