+10.2%
MTUM vs VSAT
+85.9%
-75.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -11.2% | +9.3% | +0.1% |
| 7D | -10.1% | -14.7% | +4.6% | -7.5% |
| 30D | -15.6% | -4.3% | -11.3% | -15.3% |
| 3M | -12.7% | -22.5% | +9.7% | -9.4% |
| 6M | -3.7% | +4.7% | -8.4% | -6.5% |
| YTD | +9.4% | +93.8% | -84.4% | -5.9% |
| 1Y | +10.2% | +79.8% | -69.6% | -4.4% |
| All | +10.2% | +85.9% | -75.7% | -4.4% |
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