-25.6%
MOS vs VSAT
+280.2%
-305.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +16.3% | -14.5% | +1.2% |
| 7D | +19.7% | +0.4% | +19.3% | +19.4% |
| 30D | +21.5% | +3.3% | +18.2% | +21.0% |
| 3M | -0.4% | -7.5% | +7.1% | -0.4% |
| 6M | +4.5% | +6.2% | -1.7% | +3.2% |
| YTD | -2.9% | +115.8% | -118.7% | -7.4% |
| 1Y | -7.7% | +107.7% | -115.4% | -11.9% |
| 3Y | -25.6% | +292.0% | -317.7% | -33.8% |
| All | -25.6% | +280.2% | -305.9% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling