+868.6%
MDT vs VSAT
+1,485.7%
-617.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +0.7% |
| 7D | +3.2% | +11.8% | -8.6% | +2.1% |
| 30D | +9.5% | -7.0% | +16.6% | +10.1% |
| 3M | +16.0% | +3.3% | +12.7% | +14.3% |
| 6M | +0.2% | +57.4% | -57.2% | -5.9% |
| YTD | -0.3% | +118.6% | -118.8% | -9.8% |
| 1Y | +4.7% | +150.2% | -145.5% | -7.3% |
| 3Y | +26.5% | +160.7% | -134.2% | +3.5% |
| 5Y | -18.2% | +51.2% | -69.4% | -31.6% |
| 10Y | +40.0% | -0.7% | +40.7% | +17.8% |
| All | +868.6% | +1,485.7% | -617.1% | +438.3% |
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