+314.7%
VSAT vs MKTX
+1,445.7%
-1,131.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.2% |
| 7D | +17.3% | +0.4% | +16.9% | +17.2% |
| 30D | -3.3% | +1.0% | -4.2% | -3.5% |
| 3M | +18.7% | +41.3% | -22.5% | +6.8% |
| 6M | +77.6% | -11.3% | +88.9% | +81.4% |
| YTD | +125.6% | -8.6% | +134.2% | +128.5% |
| 1Y | +158.3% | -11.1% | +169.4% | +163.1% |
| 3Y | +226.1% | -24.5% | +250.6% | +236.9% |
| 5Y | +54.7% | -61.4% | +116.1% | +88.8% |
| 10Y | +3.5% | +6.8% | -3.3% | -10.8% |
| All | +314.7% | +1,445.7% | -1,131.0% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling