+285.3%
VIAV vs MTSI
+1,085.8%
-800.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | +3.2% | -3.8% | +7.0% | +4.5% |
| 30D | -31.8% | -31.4% | -0.4% | -22.5% |
| 3M | -16.6% | -23.8% | +7.1% | -7.8% |
| 6M | -39.4% | -37.1% | -2.4% | -28.7% |
| YTD | +74.0% | +32.2% | +41.8% | +68.2% |
| 1Y | +70.8% | +26.9% | +43.8% | +66.7% |
| 3Y | +295.5% | +193.7% | +101.8% | +200.8% |
| 5Y | +103.3% | +218.0% | -114.7% | +48.2% |
| 10Y | +300.1% | +477.8% | -177.6% | +119.6% |
| All | +285.3% | +1,085.8% | -800.5% | +67.1% |
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 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