+1,087.1%
MMM vs VSAT
+1,246.3%
-159.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.1% | -2.2% |
| 7D | +6.2% | -17.0% | +23.2% | +8.0% |
| 30D | +14.2% | -9.8% | +24.0% | +14.8% |
| 3M | +2.9% | -22.0% | +24.9% | +4.8% |
| 6M | +27.6% | -5.0% | +32.5% | +25.4% |
| YTD | +17.3% | +85.6% | -68.3% | +5.8% |
| 1Y | +15.1% | +80.2% | -65.1% | +3.7% |
| 3Y | +157.1% | +250.0% | -92.9% | +98.0% |
| 5Y | +45.1% | -4.6% | +49.7% | +24.8% |
| 10Y | +83.9% | -7.2% | +91.1% | +52.3% |
| All | +1,087.1% | +1,246.3% | -159.2% | +636.5% |
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