-65.1%
MSTZ vs VSAT
+85.9%
-151.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -11.2% | +1.7% | -17.4% |
| 7D | +0.7% | -14.7% | +15.4% | -10.5% |
| 30D | +16.6% | -4.3% | +20.9% | +16.7% |
| 3M | -74.7% | -22.5% | -52.2% | -77.4% |
| 6M | -43.9% | +4.7% | -48.6% | -25.4% |
| YTD | -84.0% | +93.8% | -177.8% | -51.1% |
| 1Y | -65.1% | +79.8% | -144.9% | +6.6% |
| All | -65.1% | +85.9% | -151.0% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling