+123.5%
CMS vs VSAT
-9.2%
+132.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.0% | -1.7% |
| 7D | -0.5% | -17.0% | +16.5% | +0.3% |
| 30D | +7.2% | -9.8% | +16.9% | +7.5% |
| 3M | -1.3% | -22.0% | +20.7% | -0.3% |
| 6M | -4.3% | -5.0% | +0.7% | -5.2% |
| YTD | +2.1% | +85.6% | -83.5% | -3.6% |
| 1Y | -0.6% | +80.2% | -80.8% | -6.2% |
| 3Y | +38.0% | +250.0% | -212.0% | +17.8% |
| 5Y | +33.6% | -4.6% | +38.2% | +27.4% |
| All | +123.5% | -9.2% | +132.7% | +87.6% |
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