+2.8%
MOS vs VSAT
+2.6%
+0.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +16.3% | -14.5% | -0.9% |
| 7D | +19.7% | +0.4% | +19.3% | +18.6% |
| 30D | +21.5% | +3.3% | +18.2% | +19.3% |
| 3M | -0.4% | -7.5% | +7.1% | -0.8% |
| 6M | +4.5% | +6.2% | -1.7% | -0.8% |
| YTD | -2.9% | +115.8% | -118.7% | -21.3% |
| 1Y | -7.7% | +107.7% | -115.4% | -25.1% |
| 3Y | -25.6% | +292.0% | -317.7% | -56.8% |
| 5Y | -31.2% | +35.3% | -66.5% | -48.0% |
| 10Y | +2.8% | -5.2% | +8.0% | -24.9% |
| All | +2.8% | +2.6% | +0.2% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling