+237.4%
MP vs VSAT
+45.0%
+192.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -11.1% | +5.1% | -3.2% |
| 7D | -19.0% | -23.9% | +4.9% | -13.1% |
| 30D | -30.5% | -20.2% | -10.3% | -26.6% |
| 3M | -29.6% | -26.7% | -2.9% | -24.3% |
| 6M | -50.4% | -9.4% | -41.0% | -50.6% |
| YTD | -33.2% | +72.3% | -105.5% | -44.1% |
| 1Y | -38.6% | +56.6% | -95.2% | -47.5% |
| 3Y | +105.5% | +199.9% | -94.4% | +27.8% |
| 5Y | -7.8% | -11.4% | +3.5% | -28.6% |
| All | +237.4% | +45.0% | +192.4% | +134.7% |
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