+49.1%
VSAT vs MKTX
-60.5%
+109.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -14.8% | +0.7% | -15.5% | -15.0% |
| 3M | +2.2% | +40.8% | -38.6% | -6.9% |
| 6M | +60.2% | -8.0% | +68.2% | +62.2% |
| YTD | +115.6% | -8.7% | +124.4% | +118.7% |
| 1Y | +132.9% | -11.8% | +144.7% | +137.7% |
| 3Y | +216.1% | -24.0% | +240.1% | +223.7% |
| All | +49.1% | -60.5% | +109.6% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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