-33.1%
MKC vs VSAT
+50.0%
-83.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -0.8% |
| 7D | -2.8% | +3.4% | -6.2% | -2.9% |
| 30D | -3.4% | -12.2% | +8.8% | -3.1% |
| 3M | +3.8% | +20.6% | -16.8% | +2.8% |
| 6M | -17.9% | +60.2% | -78.1% | -19.6% |
| YTD | -23.6% | +115.3% | -138.9% | -26.1% |
| 1Y | -23.1% | +154.6% | -177.6% | -26.3% |
| 3Y | -31.5% | +211.2% | -242.7% | -36.9% |
| 5Y | -33.1% | +52.7% | -85.8% | -40.2% |
| All | -33.1% | +50.0% | -83.1% | -40.2% |
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