+782.8%
MTZ vs VSAT
+1,246.3%
-463.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.7% | +1.8% | +7.6% |
| 7D | -6.4% | -17.0% | +10.5% | -1.7% |
| 30D | -22.1% | -9.8% | -12.3% | -20.1% |
| 3M | -32.7% | -22.0% | -10.7% | -28.7% |
| 6M | -59.8% | -5.0% | -54.8% | -60.3% |
| YTD | -19.9% | +85.6% | -105.5% | -34.6% |
| 1Y | -11.5% | +80.2% | -91.7% | -27.6% |
| 3Y | +258.1% | +250.0% | +8.1% | +104.9% |
| 5Y | +85.5% | -4.6% | +90.1% | +37.0% |
| 10Y | +492.2% | -7.2% | +499.4% | +318.6% |
| All | +782.8% | +1,246.3% | -463.6% | +169.0% |
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