+885.0%
MSFT vs VSAT
-3.0%
+888.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.5% | +0.2% |
| 7D | -1.0% | +3.5% | -4.5% | -1.4% |
| 30D | -2.7% | -14.7% | +12.0% | -1.4% |
| 3M | +22.1% | +13.2% | +8.9% | +19.5% |
| 6M | +20.6% | +57.4% | -36.8% | +13.2% |
| YTD | +2.3% | +110.0% | -107.7% | -7.2% |
| 1Y | -0.5% | +134.4% | -134.9% | -11.5% |
| 3Y | +50.5% | +203.5% | -153.0% | +20.8% |
| 5Y | +72.3% | +47.1% | +25.2% | +46.3% |
| 10Y | +885.0% | +0.4% | +884.7% | +732.7% |
| All | +885.0% | -3.0% | +888.1% | +732.7% |
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 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