-0.4%
MAGS vs VSAT
-0.7%
+0.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.1% | +0.5% |
| 7D | +3.0% | +20.0% | -17.0% | +1.0% |
| 30D | -7.3% | +6.5% | -13.8% | -8.5% |
| 3M | +1.7% | -18.3% | +20.0% | +2.6% |
| 6M | -0.4% | +0.4% | -0.7% | -2.9% |
| All | -0.4% | -0.7% | +0.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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