+1,674.6%
MTB vs VSAT
+1,485.7%
+189.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.8% |
| 7D | +1.7% | +11.8% | -10.1% | +0.1% |
| 30D | -4.2% | -7.0% | +2.9% | -3.4% |
| 3M | +8.9% | +3.3% | +5.6% | +6.6% |
| 6M | +10.9% | +57.4% | -46.6% | +0.9% |
| YTD | +21.5% | +118.6% | -97.1% | +4.3% |
| 1Y | +21.9% | +150.2% | -128.3% | +1.3% |
| 3Y | +109.2% | +160.7% | -51.5% | +54.9% |
| 5Y | +102.0% | +51.2% | +50.8% | +55.0% |
| 10Y | +171.9% | -0.7% | +172.6% | +114.5% |
| All | +1,674.6% | +1,485.7% | +189.0% | +960.2% |
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 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