-3.1%
CMS vs VSAT
+77.5%
-80.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +16.3% | -15.8% | +0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | +7.1% | +3.3% | +3.8% | +7.2% |
| 3M | -1.3% | -7.5% | +6.2% | -1.1% |
| 6M | -2.7% | +6.2% | -8.9% | -2.7% |
| YTD | +2.6% | +115.8% | -113.2% | 0.0% |
| All | -3.1% | +77.5% | -80.6% | -5.6% |
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 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