+322.0%
CMG vs VSAT
+3.3%
+318.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.1% | -1.3% | -0.7% | -1.9% |
| 30D | +10.9% | -14.8% | +25.7% | +12.6% |
| 3M | +15.8% | +2.2% | +13.6% | +14.4% |
| 6M | +6.9% | +60.2% | -53.2% | -0.6% |
| YTD | -2.2% | +115.6% | -117.8% | -12.8% |
| 1Y | -7.1% | +132.9% | -140.0% | -18.5% |
| 3Y | -7.1% | +216.1% | -223.2% | -27.7% |
| 5Y | -4.8% | +52.9% | -57.7% | -20.8% |
| All | +322.0% | +3.3% | +318.7% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling