+3.8%
MSCI vs VSAT
-0.1%
+3.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -2.8% |
| 7D | +2.8% | -17.0% | +19.8% | +4.1% |
| 30D | +15.4% | -9.8% | +25.2% | +15.8% |
| 3M | +13.4% | -22.0% | +35.4% | +14.9% |
| 6M | +10.9% | -5.0% | +15.9% | +9.2% |
| YTD | +13.0% | +85.6% | -72.6% | +3.8% |
| 1Y | +12.0% | +80.2% | -68.2% | +2.8% |
| 3Y | +34.1% | +250.0% | -215.9% | +6.7% |
| All | +3.8% | -0.1% | +3.9% | -2.9% |
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