+25.3%
MDT vs VSAT
+222.1%
-196.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.0% |
| 7D | +0.4% | +17.3% | -16.9% | 0.0% |
| 30D | +6.0% | -3.3% | +9.3% | +6.1% |
| 3M | +15.5% | +18.7% | -3.2% | +14.7% |
| 6M | +3.4% | +77.6% | -74.2% | +1.1% |
| YTD | -2.2% | +125.6% | -127.8% | -5.1% |
| 1Y | +2.6% | +158.3% | -155.7% | -1.1% |
| All | +25.3% | +222.1% | -196.8% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling