-21.9%
MTZ vs VSAT
+60.7%
-82.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | +0.7% |
| 7D | -1.6% | +11.8% | -13.4% | -4.8% |
| 30D | -11.1% | -7.0% | -4.0% | -9.5% |
| 3M | -36.7% | +3.3% | -40.0% | -38.5% |
| 6M | -21.9% | +57.4% | -79.4% | -32.6% |
| All | -21.9% | +60.7% | -82.6% | -32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling