+15.6%
MLM vs VSAT
+252.2%
-236.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.4% |
| 7D | -0.9% | +5.9% | -6.8% | -1.3% |
| 30D | +9.0% | +9.7% | -0.7% | +8.1% |
| 3M | -5.6% | -18.3% | +12.7% | -4.8% |
| 6M | -10.7% | -4.1% | -6.6% | -11.4% |
| YTD | -17.2% | +96.5% | -113.7% | -22.0% |
| 1Y | -14.2% | +89.3% | -103.5% | -19.2% |
| 3Y | +15.6% | +270.1% | -254.4% | -0.5% |
| All | +15.6% | +252.2% | -236.5% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling