+83.0%
MMM vs VSAT
+2.6%
+80.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +16.3% | -14.4% | 0.0% |
| 7D | +5.8% | +0.4% | +5.4% | +5.3% |
| 30D | +17.9% | +3.3% | +14.6% | +16.7% |
| 3M | +3.6% | -7.5% | +11.1% | +3.5% |
| 6M | +32.9% | +6.2% | +26.7% | +28.6% |
| YTD | +19.5% | +115.8% | -96.3% | +4.3% |
| 1Y | +16.5% | +107.7% | -91.1% | +1.8% |
| 3Y | +167.2% | +292.0% | -124.9% | +94.7% |
| 5Y | +48.2% | +35.3% | +12.9% | +23.7% |
| 10Y | +83.0% | -5.2% | +88.2% | +46.4% |
| All | +83.0% | +2.6% | +80.4% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling