+1,102.7%
MTZ vs VSAT
+1,485.7%
-383.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | +0.8% |
| 7D | -1.6% | +11.8% | -13.4% | -4.4% |
| 30D | -11.1% | -7.0% | -4.0% | -9.6% |
| 3M | -36.7% | +3.3% | -40.0% | -38.2% |
| 6M | -21.9% | +57.4% | -79.4% | -32.5% |
| YTD | +9.1% | +118.6% | -109.5% | -14.2% |
| 1Y | +30.0% | +150.2% | -120.3% | -2.7% |
| 3Y | +138.5% | +160.7% | -22.3% | +48.0% |
| 5Y | +158.3% | +51.2% | +107.2% | +68.5% |
| 10Y | +700.8% | -0.7% | +701.4% | +458.8% |
| All | +1,102.7% | +1,485.7% | -383.0% | +252.8% |
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