+498.8%
MAR vs VSAT
-16.2%
+515.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | +0.4% |
| 7D | +1.6% | +5.9% | -4.3% | +0.4% |
| 30D | +13.8% | +9.7% | +4.1% | +11.2% |
| 3M | +20.3% | -18.3% | +38.6% | +22.6% |
| 6M | +21.3% | -4.1% | +25.4% | +17.6% |
| YTD | +37.2% | +96.5% | -59.3% | +14.9% |
| 1Y | +48.4% | +89.3% | -40.8% | +24.3% |
| 3Y | +120.1% | +270.1% | -149.9% | +37.7% |
| 5Y | +182.1% | +26.4% | +155.7% | +120.5% |
| All | +498.8% | -16.2% | +515.0% | +333.6% |
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