-0.7%
MDT vs VSAT
+31.4%
-32.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.4% |
| 7D | -3.7% | +20.0% | -23.6% | -4.4% |
| 30D | +8.6% | +6.5% | +2.1% | +8.1% |
| 3M | +12.2% | -18.3% | +30.5% | +12.8% |
| 6M | +33.7% | +0.4% | +33.4% | +32.3% |
| YTD | +7.8% | +106.7% | -98.9% | +2.1% |
| 1Y | +8.9% | +89.9% | -81.0% | +3.4% |
| 3Y | +57.6% | +276.3% | -218.7% | +37.9% |
| 5Y | -0.7% | +32.9% | -33.6% | -3.8% |
| All | -0.7% | +31.4% | -32.1% | -3.8% |
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 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