-19.5%
MDT vs VSAT
+45.0%
-64.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | -0.2% |
| 7D | -0.3% | +3.5% | -3.8% | -0.5% |
| 30D | +2.8% | -14.7% | +17.5% | +3.4% |
| 3M | +13.1% | +13.2% | -0.1% | +11.8% |
| 6M | +2.3% | +57.4% | -55.0% | -1.0% |
| YTD | -2.7% | +110.0% | -112.7% | -7.6% |
| 1Y | +0.9% | +134.4% | -133.5% | -5.1% |
| 3Y | +26.8% | +203.5% | -176.7% | +13.7% |
| 5Y | -19.5% | +47.1% | -66.6% | -28.0% |
| All | -19.5% | +45.0% | -64.4% | -28.0% |
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 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