+115.8%
CMS vs VSAT
+3.3%
+112.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.3% |
| 7D | +1.2% | +17.3% | -16.1% | +0.3% |
| 30D | -3.2% | -3.3% | +0.1% | -3.1% |
| 3M | -2.2% | +18.7% | -20.9% | -3.9% |
| 6M | -9.4% | +77.6% | -87.0% | -13.6% |
| YTD | +0.7% | +125.6% | -124.9% | -5.7% |
| 1Y | +0.4% | +158.3% | -158.0% | -7.4% |
| 3Y | +35.2% | +226.1% | -191.0% | +17.2% |
| 5Y | +24.1% | +54.7% | -30.5% | +12.3% |
| 10Y | +115.8% | +3.5% | +112.3% | +86.5% |
| All | +115.8% | +3.3% | +112.5% | +86.5% |
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