-27.7%
MOS vs VSAT
+36.3%
-64.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +24.8% | -0.5% | +25.3% | +24.4% |
| 30D | +22.7% | +4.0% | +18.7% | +21.5% |
| 3M | -1.2% | -11.8% | +10.5% | -0.9% |
| 6M | +5.5% | +6.9% | -1.4% | +2.8% |
| YTD | -2.0% | +117.2% | -119.2% | -11.6% |
| 1Y | -7.9% | +102.4% | -110.4% | -16.7% |
| 3Y | -25.0% | +295.5% | -320.4% | -42.4% |
| 5Y | -27.7% | +37.0% | -64.8% | -33.9% |
| All | -27.7% | +36.3% | -64.1% | -33.9% |
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 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