+23.3%
MTB vs VSAT
+59.0%
-35.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -11.1% | +8.9% | -1.8% |
| 7D | -1.9% | -23.9% | +21.9% | -1.0% |
| 30D | +0.5% | -20.2% | +20.6% | +1.2% |
| 3M | -12.2% | -26.7% | +14.5% | -11.4% |
| 6M | +3.4% | -9.4% | +12.8% | +2.9% |
| YTD | +11.3% | +72.3% | -61.0% | +6.1% |
| 1Y | +23.3% | +56.6% | -33.3% | +18.2% |
| All | +23.3% | +59.0% | -35.7% | +18.2% |
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 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