+1.5%
VSAT vs MTCH
+208.0%
-206.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -1.3% | +1.3% | -2.6% | -1.7% |
| 30D | -14.8% | +15.9% | -30.7% | -18.8% |
| 3M | +2.2% | +23.3% | -21.1% | -4.8% |
| 6M | +60.2% | +40.1% | +20.0% | +43.6% |
| YTD | +115.6% | +33.6% | +82.1% | +95.2% |
| 1Y | +132.9% | +14.1% | +118.8% | +120.7% |
| 3Y | +216.1% | +1.4% | +214.7% | +204.9% |
| 5Y | +52.9% | -73.1% | +126.1% | +89.9% |
| All | +1.5% | +208.0% | -206.5% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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