-7.4%
MOS vs VSAT
+1,246.3%
-1,253.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | -1.1% |
| 7D | +21.6% | -17.0% | +38.6% | +24.4% |
| 30D | +12.0% | -9.8% | +21.7% | +12.5% |
| 3M | -3.9% | -22.0% | +18.1% | -1.5% |
| 6M | -3.3% | -5.0% | +1.7% | -5.9% |
| YTD | -4.6% | +85.6% | -90.2% | -18.3% |
| 1Y | -7.0% | +80.2% | -87.2% | -20.4% |
| 3Y | -24.4% | +250.0% | -274.5% | -50.1% |
| 5Y | -32.1% | -4.6% | -27.6% | -46.1% |
| 10Y | +10.3% | -7.2% | +17.6% | -14.7% |
| All | -7.4% | +1,246.3% | -1,253.7% | -49.7% |
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