+7,176.5%
MCO vs VSAT
+1,423.4%
+5,753.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.5% | -0.5% |
| 7D | -3.1% | +3.5% | -6.6% | -3.6% |
| 30D | -0.5% | -14.7% | +14.2% | +1.2% |
| 3M | +5.7% | +13.2% | -7.5% | +2.3% |
| 6M | +3.0% | +57.4% | -54.3% | -5.6% |
| YTD | -6.5% | +110.0% | -116.5% | -18.3% |
| 1Y | -5.8% | +134.4% | -140.2% | -19.7% |
| 3Y | +43.1% | +203.5% | -160.4% | +6.3% |
| 5Y | +29.5% | +47.1% | -17.7% | +1.8% |
| 10Y | +388.8% | +0.4% | +388.5% | +288.7% |
| All | +7,176.5% | +1,423.4% | +5,753.2% | +4,205.8% |
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