+1,002.1%
MTSI vs VSAT
+64.8%
+937.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -3.8% | -0.5% | -3.3% | -3.5% |
| 30D | -31.4% | +4.0% | -35.3% | -31.8% |
| 3M | -23.8% | -11.8% | -12.0% | -21.1% |
| 6M | -37.1% | +6.9% | -44.0% | -39.0% |
| YTD | +32.2% | +117.2% | -85.0% | +5.8% |
| 1Y | +26.9% | +102.4% | -75.5% | +2.7% |
| 3Y | +193.7% | +295.5% | -101.7% | +67.4% |
| 5Y | +218.0% | +37.0% | +181.0% | +128.7% |
| 10Y | +477.8% | -6.0% | +483.8% | +326.9% |
| All | +1,002.1% | +64.8% | +937.3% | +557.3% |
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