+60.9%
MTB vs VSAT
+31.4%
+29.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.3% |
| 7D | 0.0% | +20.0% | -20.0% | -1.8% |
| 30D | +0.8% | +6.5% | -5.6% | -0.2% |
| 3M | -12.8% | -18.3% | +5.6% | -11.7% |
| 6M | +6.7% | +0.4% | +6.4% | +4.7% |
| YTD | +11.3% | +106.7% | -95.4% | +0.1% |
| 1Y | +20.2% | +89.9% | -69.7% | +8.7% |
| 3Y | +103.8% | +276.3% | -172.6% | +57.7% |
| 5Y | +60.9% | +32.9% | +27.9% | +46.1% |
| All | +60.9% | +31.4% | +29.4% | +46.1% |
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