+2,260.4%
MCD vs VSAT
+1,246.3%
+1,014.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -1.1% |
| 7D | +7.1% | -17.0% | +24.1% | +8.3% |
| 30D | +19.8% | -9.8% | +29.5% | +20.1% |
| 3M | +0.8% | -22.0% | +22.8% | +2.0% |
| 6M | -1.3% | -5.0% | +3.7% | -2.5% |
| YTD | -7.8% | +85.6% | -93.3% | -13.9% |
| 1Y | -5.0% | +80.2% | -85.1% | -11.3% |
| 3Y | +10.5% | +250.0% | -239.5% | -7.5% |
| 5Y | +22.0% | -4.6% | +26.5% | +10.2% |
| 10Y | +216.7% | -7.2% | +223.9% | +176.8% |
| All | +2,260.4% | +1,246.3% | +1,014.1% | +1,553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling