-99.2%
MSTZ vs VSAT
+479.8%
-579.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.4% | +5.2% |
| 7D | -29.7% | +11.8% | -41.5% | -25.1% |
| 30D | -65.3% | -7.0% | -58.2% | -66.1% |
| 3M | -57.3% | +3.3% | -60.6% | -51.8% |
| 6M | -61.6% | +57.4% | -119.1% | -43.1% |
| YTD | -78.3% | +118.6% | -196.9% | -58.5% |
| 1Y | -30.2% | +150.2% | -180.5% | +47.8% |
| All | -99.2% | +479.8% | -579.1% | -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 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