+52.7%
VSAT vs MTCH
-72.5%
+125.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | +3.4% | -1.4% | +4.9% | +3.9% |
| 30D | -12.2% | +13.6% | -25.9% | -16.9% |
| 3M | +20.6% | +22.4% | -1.8% | +10.2% |
| 6M | +60.2% | +37.2% | +23.0% | +39.8% |
| YTD | +115.3% | +31.8% | +83.5% | +89.8% |
| 1Y | +154.6% | +12.9% | +141.7% | +138.2% |
| 3Y | +211.2% | -1.1% | +212.3% | +194.5% |
| 5Y | +52.7% | -73.5% | +126.2% | +90.0% |
| All | +52.7% | -72.5% | +125.2% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling