-7.5%
MSCI vs VSAT
+51.9%
-59.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.7% |
| 7D | +0.4% | +11.8% | -11.4% | -0.5% |
| 30D | +0.6% | -7.0% | +7.6% | +1.0% |
| 3M | -7.1% | +3.3% | -10.4% | -8.3% |
| 6M | +0.8% | +57.4% | -56.6% | -4.8% |
| YTD | +1.0% | +118.6% | -117.6% | -7.8% |
| 1Y | +4.3% | +150.2% | -145.9% | -6.6% |
| 3Y | +9.9% | +160.7% | -150.8% | -6.3% |
| All | -7.5% | +51.9% | -59.4% | -23.7% |
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