+10.5%
MCD vs VSAT
+225.8%
-215.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.5% |
| 7D | +7.1% | -17.0% | +24.1% | +7.1% |
| 30D | +19.8% | -9.8% | +29.5% | +19.7% |
| 3M | +0.8% | -22.0% | +22.8% | +0.9% |
| 6M | -1.3% | -5.0% | +3.7% | -1.5% |
| YTD | -7.8% | +85.6% | -93.3% | -8.6% |
| 1Y | -5.0% | +80.2% | -85.1% | -5.8% |
| 3Y | +10.5% | +250.0% | -239.5% | +8.2% |
| All | +10.5% | +225.8% | -215.2% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling