+1,536.1%
MTB vs VSAT
+1,325.7%
+210.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.6% | +1.3% |
| 7D | +1.5% | +5.9% | -4.3% | +0.5% |
| 30D | +2.3% | +9.7% | -7.4% | +0.3% |
| 3M | -12.1% | -18.3% | +6.2% | -10.6% |
| 6M | +9.8% | -4.1% | +13.9% | +7.2% |
| YTD | +12.0% | +96.5% | -84.5% | -3.4% |
| 1Y | +22.0% | +89.3% | -67.2% | +5.3% |
| 3Y | +107.6% | +270.1% | -162.4% | +44.5% |
| 5Y | +61.9% | +26.4% | +35.5% | +26.9% |
| 10Y | +116.3% | -16.5% | +132.9% | +73.0% |
| All | +1,536.1% | +1,325.7% | +210.4% | +882.3% |
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 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