+333.1%
VIAV vs MTSI
+1,308.1%
-975.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +2.6% |
| 7D | -4.6% | +1.4% | -6.0% | -5.0% |
| 30D | -10.4% | +2.1% | -12.5% | -10.7% |
| 3M | -34.5% | -29.7% | -4.8% | -26.7% |
| 6M | +7.0% | +12.5% | -5.6% | +5.4% |
| YTD | +95.6% | +57.0% | +38.6% | +76.8% |
| 1Y | +197.2% | +103.9% | +93.3% | +149.6% |
| 3Y | +232.0% | +223.6% | +8.4% | +140.6% |
| 5Y | +102.2% | +321.6% | -219.3% | +34.2% |
| 10Y | +344.6% | +517.7% | -173.1% | +133.7% |
| All | +333.1% | +1,308.1% | -975.0% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling