+38.0%
MDT vs VSAT
+3.1%
+34.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.5% |
| 7D | -1.6% | +3.4% | -5.0% | -1.9% |
| 30D | +1.0% | -12.2% | +13.3% | +2.1% |
| 3M | +15.2% | +20.6% | -5.4% | +11.7% |
| 6M | +3.7% | +60.2% | -56.5% | -3.1% |
| YTD | -3.0% | +115.3% | -118.2% | -12.7% |
| 1Y | +2.5% | +154.6% | -152.1% | -10.3% |
| 3Y | +26.5% | +211.2% | -184.7% | 0.0% |
| 5Y | -18.3% | +52.7% | -71.0% | -31.4% |
| All | +38.0% | +3.1% | +34.9% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling