-10.7%
CMG vs VSAT
+155.3%
-166.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -1.9% |
| 7D | -2.8% | +11.8% | -14.6% | -3.5% |
| 30D | +7.1% | -7.0% | +14.2% | +7.6% |
| 3M | +31.2% | +3.3% | +27.9% | +29.7% |
| 6M | +0.7% | +57.4% | -56.8% | -4.9% |
| YTD | -0.1% | +118.6% | -118.7% | -9.5% |
| 1Y | -10.7% | +150.2% | -161.0% | -20.7% |
| All | -10.7% | +155.3% | -166.1% | -20.7% |
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