+20.8%
MCD vs VSAT
+25.1%
-4.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.5% |
| 7D | -1.6% | +5.9% | -7.5% | -1.7% |
| 30D | +14.1% | +9.7% | +4.4% | +13.8% |
| 3M | +0.6% | -18.3% | +18.9% | +0.8% |
| 6M | 0.0% | -4.1% | +4.1% | -0.3% |
| YTD | -9.3% | +96.5% | -105.8% | -11.3% |
| 1Y | -9.3% | +89.3% | -98.6% | -11.3% |
| 3Y | +8.6% | +270.1% | -261.4% | +2.5% |
| All | +20.8% | +25.1% | -4.3% | +21.5% |
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