-85.6%
MSTU vs VSAT
+479.8%
-565.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.0% | -8.2% | -5.7% |
| 7D | +21.3% | +11.8% | +9.5% | +14.7% |
| 30D | +90.8% | -7.0% | +97.9% | +97.5% |
| 3M | -6.8% | +3.3% | -10.0% | -11.2% |
| 6M | -39.8% | +57.4% | -97.3% | -54.3% |
| YTD | -55.7% | +118.6% | -174.3% | -70.6% |
| 1Y | -92.7% | +150.2% | -242.9% | -95.4% |
| All | -85.6% | +479.8% | -565.4% | -89.0% |
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