+424.9%
MAR vs VSAT
+3.1%
+421.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.1% |
| 7D | -2.1% | +3.4% | -5.5% | -2.7% |
| 30D | -5.7% | -12.2% | +6.6% | -3.9% |
| 3M | -14.6% | +20.6% | -35.2% | -19.1% |
| 6M | +1.3% | +60.2% | -58.8% | -9.7% |
| YTD | +6.7% | +115.3% | -108.6% | -10.9% |
| 1Y | +26.4% | +154.6% | -128.1% | +0.7% |
| 3Y | +64.7% | +211.2% | -146.4% | +9.6% |
| 5Y | +153.1% | +52.7% | +100.4% | +85.9% |
| All | +424.9% | +3.1% | +421.7% | +275.3% |
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 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