-5.0%
CMG vs VSAT
+50.0%
-55.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | -3.8% | +3.4% | -7.3% | -4.1% |
| 30D | +12.9% | -12.2% | +25.1% | +13.8% |
| 3M | +18.8% | +20.6% | -1.8% | +16.4% |
| 6M | +4.1% | +60.2% | -56.1% | -0.6% |
| YTD | -2.4% | +115.3% | -117.6% | -9.0% |
| 1Y | -6.7% | +154.6% | -161.2% | -14.5% |
| 3Y | -7.1% | +211.2% | -218.3% | -19.2% |
| 5Y | -5.0% | +52.7% | -57.6% | -21.3% |
| All | -5.0% | +50.0% | -55.0% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling