+4,592.9%
MO vs VSAT
+1,536.8%
+3,056.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.3% | -1.2% |
| 7D | -2.0% | +17.3% | -19.3% | -2.9% |
| 30D | -0.3% | -3.3% | +3.0% | -0.2% |
| 3M | -2.9% | +18.7% | -21.7% | -4.7% |
| 6M | +5.8% | +77.6% | -71.8% | +1.0% |
| YTD | +22.0% | +125.6% | -103.6% | +14.3% |
| 1Y | +10.7% | +158.3% | -147.6% | +2.3% |
| 3Y | +94.4% | +226.1% | -131.8% | +68.7% |
| 5Y | +97.2% | +54.7% | +42.5% | +76.0% |
| 10Y | +103.0% | +3.5% | +99.4% | +81.3% |
| All | +4,592.9% | +1,536.8% | +3,056.1% | +3,178.5% |
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