+429.6%
MOD vs VSAT
+1,150.1%
-720.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -11.1% | +3.8% | -4.5% |
| 7D | -34.2% | -23.9% | -10.3% | -29.2% |
| 30D | -51.9% | -20.2% | -31.7% | -48.9% |
| 3M | -53.0% | -26.7% | -26.3% | -49.2% |
| 6M | -66.4% | -9.4% | -56.9% | -66.1% |
| YTD | -31.5% | +72.3% | -103.9% | -42.0% |
| 1Y | -39.6% | +56.6% | -96.2% | -47.8% |
| 3Y | +116.8% | +199.9% | -83.1% | +36.8% |
| 5Y | +713.8% | -11.4% | +725.2% | +534.1% |
| 10Y | +882.7% | -13.9% | +896.6% | +626.1% |
| All | +429.6% | +1,150.1% | -720.5% | +167.1% |
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