+191.5%
MAGS vs VSAT
+119.2%
+72.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.0% | -6.4% | -1.8% |
| 7D | +0.5% | +11.8% | -11.3% | -0.3% |
| 30D | +1.5% | -7.0% | +8.5% | +1.9% |
| 3M | +0.5% | +3.3% | -2.8% | -0.5% |
| 6M | +11.6% | +57.4% | -45.9% | +6.8% |
| YTD | +5.3% | +118.6% | -113.3% | -1.9% |
| 1Y | +14.9% | +150.2% | -135.3% | +5.6% |
| 3Y | +128.9% | +160.7% | -31.8% | +95.2% |
| All | +191.5% | +119.2% | +72.3% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling