+61.7%
MTSI vs VSAT
+85.9%
-24.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -11.2% | +10.2% | +2.7% |
| 7D | -10.7% | -14.7% | +4.0% | -6.1% |
| 30D | -29.0% | -4.3% | -24.7% | -28.1% |
| 3M | -14.7% | -22.5% | +7.8% | -8.6% |
| 6M | -20.1% | +4.7% | -24.7% | -21.4% |
| YTD | +36.1% | +93.8% | -57.7% | +15.6% |
| 1Y | +61.7% | +79.8% | -18.1% | +39.5% |
| All | +61.7% | +85.9% | -24.1% | +39.5% |
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