+609.5%
MTUM vs VSAT
+54.6%
+554.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +1.1% |
| 7D | +4.1% | +3.5% | +0.6% | +3.6% |
| 30D | +0.6% | -14.7% | +15.3% | +2.6% |
| 3M | -0.6% | +13.2% | -13.8% | -3.1% |
| 6M | +25.3% | +57.4% | -32.0% | +16.4% |
| YTD | +23.8% | +110.0% | -86.2% | +10.3% |
| 1Y | +25.4% | +134.4% | -109.0% | +9.2% |
| 3Y | +117.3% | +203.5% | -86.3% | +67.5% |
| 5Y | +79.7% | +47.1% | +32.5% | +47.0% |
| 10Y | +359.6% | +0.4% | +359.2% | +273.7% |
| All | +609.5% | +54.6% | +554.8% | +453.2% |
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