+110.2%
MTB vs VSAT
-16.2%
+126.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.6% | +1.4% |
| 7D | +1.5% | +5.9% | -4.3% | +0.4% |
| 30D | +2.3% | +9.7% | -7.4% | -0.1% |
| 3M | -12.1% | -18.3% | +6.2% | -10.3% |
| 6M | +9.8% | -4.1% | +13.9% | +6.6% |
| YTD | +12.0% | +96.5% | -84.5% | -6.8% |
| 1Y | +22.0% | +89.3% | -67.2% | +1.6% |
| 3Y | +107.6% | +270.1% | -162.4% | +28.5% |
| 5Y | +61.9% | +26.4% | +35.5% | +25.2% |
| All | +110.2% | -16.2% | +126.4% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling