+936.2%
MSI vs VSAT
+1,485.7%
-549.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.8% |
| 7D | -3.7% | +11.8% | -15.5% | -5.8% |
| 30D | +6.8% | -7.0% | +13.9% | +7.9% |
| 3M | +14.3% | +3.3% | +11.0% | +11.1% |
| 6M | -1.6% | +57.4% | -59.0% | -13.1% |
| YTD | +22.8% | +118.6% | -95.8% | +0.6% |
| 1Y | -1.1% | +150.2% | -151.3% | -22.4% |
| 3Y | +70.5% | +160.7% | -90.2% | +12.8% |
| 5Y | +102.8% | +51.2% | +51.6% | +39.2% |
| 10Y | +597.4% | -0.7% | +598.1% | +392.5% |
| All | +936.2% | +1,485.7% | -549.5% | +278.2% |
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