-13.4%
MLM vs VSAT
+77.5%
-91.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +16.3% | -13.8% | +1.4% |
| 7D | -3.8% | +0.4% | -4.2% | -4.1% |
| 30D | +11.0% | +3.3% | +7.7% | +10.5% |
| 3M | -3.1% | -7.5% | +4.4% | -3.0% |
| 6M | -9.8% | +6.2% | -16.0% | -11.1% |
| YTD | -14.4% | +115.8% | -130.2% | -23.7% |
| All | -13.4% | +77.5% | -91.0% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling