+2,282.4%
MS vs VSAT
+1,150.1%
+1,132.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.1% | +5.2% | -3.3% |
| 7D | -3.4% | -23.9% | +20.5% | +2.6% |
| 30D | -3.9% | -20.2% | +16.3% | +0.4% |
| 3M | -15.9% | -26.7% | +10.8% | -10.8% |
| 6M | -2.5% | -9.4% | +7.0% | -4.6% |
| YTD | +5.1% | +72.3% | -67.2% | -14.3% |
| 1Y | +13.0% | +56.6% | -43.6% | -6.4% |
| 3Y | +160.7% | +199.9% | -39.2% | +50.7% |
| 5Y | +114.0% | -11.4% | +125.4% | +55.1% |
| 10Y | +637.5% | -13.9% | +651.3% | +404.0% |
| All | +2,282.4% | +1,150.1% | +1,132.3% | +755.6% |
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