+140.5%
MLM vs VSAT
-11.9%
+152.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | -0.6% |
| 7D | -2.0% | +20.0% | -22.0% | -4.6% |
| 30D | +9.5% | +6.5% | +3.0% | +7.8% |
| 3M | -4.7% | -18.3% | +13.6% | -3.0% |
| 6M | -10.7% | +0.4% | -11.1% | -13.4% |
| YTD | -16.6% | +106.7% | -123.3% | -28.6% |
| 1Y | -15.4% | +89.9% | -105.3% | -27.1% |
| 3Y | +15.9% | +276.3% | -260.4% | -21.5% |
| 5Y | +27.1% | +32.9% | -5.8% | +2.7% |
| All | +140.5% | -11.9% | +152.3% | +83.5% |
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