+2,725.9%
MS vs VSAT
+1,485.7%
+1,240.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.8% | -0.9% |
| 7D | +1.4% | +11.8% | -10.4% | -1.3% |
| 30D | -0.3% | -7.0% | +6.8% | +1.1% |
| 3M | +0.3% | +3.3% | -3.0% | -3.1% |
| 6M | +31.3% | +57.4% | -26.1% | +12.4% |
| YTD | +24.7% | +118.6% | -93.9% | -2.8% |
| 1Y | +47.9% | +150.2% | -102.3% | +9.6% |
| 3Y | +178.3% | +160.7% | +17.6% | +68.5% |
| 5Y | +144.9% | +51.2% | +93.7% | +55.4% |
| 10Y | +804.5% | -0.7% | +805.2% | +506.1% |
| All | +2,725.9% | +1,485.7% | +1,240.2% | +870.2% |
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