-99.3%
MSTZ vs VSAT
+478.3%
-577.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.0% |
| 7D | +31.0% | +12.5% | +18.5% | +40.4% |
| 30D | +34.0% | +11.0% | +22.9% | +45.1% |
| 3M | -67.7% | -11.1% | -56.6% | -67.6% |
| 6M | -14.9% | +2.8% | -17.7% | +2.2% |
| YTD | -79.1% | +118.0% | -197.1% | -58.1% |
| 1Y | -58.9% | +97.1% | -156.1% | -18.2% |
| All | -99.3% | +478.3% | -577.6% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling