+820.4%
MOD vs VSAT
+36.9%
+783.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.4% |
| 7D | +8.2% | +12.5% | -4.2% | +5.5% |
| 30D | -38.2% | +11.0% | -49.2% | -39.2% |
| 3M | -46.2% | -11.1% | -35.1% | -44.9% |
| 6M | -62.5% | +2.8% | -65.4% | -63.2% |
| YTD | -20.1% | +118.0% | -138.1% | -32.3% |
| 1Y | -29.7% | +97.1% | -126.8% | -39.4% |
| 3Y | +136.2% | +296.8% | -160.6% | +62.7% |
| 5Y | +820.4% | +38.7% | +781.7% | +627.3% |
| All | +820.4% | +36.9% | +783.5% | +627.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling