+21.6%
MCD vs VSAT
+51.9%
-30.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -1.6% |
| 7D | -2.8% | +11.8% | -14.6% | -3.0% |
| 30D | -6.0% | -7.0% | +1.0% | -5.9% |
| 3M | -5.6% | +3.3% | -8.9% | -5.8% |
| 6M | -21.9% | +57.4% | -79.3% | -22.9% |
| YTD | -14.7% | +118.6% | -133.3% | -16.7% |
| 1Y | -17.3% | +150.2% | -167.5% | -19.6% |
| 3Y | -2.2% | +160.7% | -162.9% | -6.1% |
| All | +21.6% | +51.9% | -30.3% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling