-7.5%
MOS vs VSAT
+1,150.1%
-1,157.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -11.1% | +14.4% | +5.0% |
| 7D | +22.5% | -23.9% | +46.4% | +27.1% |
| 30D | +6.6% | -20.2% | +26.8% | +9.3% |
| 3M | -3.8% | -26.7% | +22.9% | -0.4% |
| 6M | -2.2% | -9.4% | +7.2% | -4.1% |
| YTD | -4.8% | +72.3% | -77.1% | -17.4% |
| 1Y | -11.7% | +56.6% | -68.3% | -22.7% |
| 3Y | -26.5% | +199.9% | -226.4% | -50.1% |
| 5Y | -32.2% | -11.4% | -20.8% | -45.6% |
| 10Y | +10.2% | -13.9% | +24.0% | -13.7% |
| All | -7.5% | +1,150.1% | -1,157.6% | -49.1% |
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