+29.8%
MLM vs VSAT
+33.0%
-3.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +16.3% | -13.8% | +1.2% |
| 7D | -3.8% | +0.4% | -4.2% | -4.1% |
| 30D | +11.0% | +3.3% | +7.7% | +10.3% |
| 3M | -3.1% | -7.5% | +4.4% | -3.0% |
| 6M | -9.8% | +6.2% | -16.0% | -11.6% |
| YTD | -14.4% | +115.8% | -130.2% | -21.7% |
| 1Y | -12.6% | +107.7% | -120.2% | -20.0% |
| 3Y | +19.7% | +292.0% | -272.3% | -2.8% |
| 5Y | +29.8% | +35.3% | -5.5% | +19.7% |
| All | +29.8% | +33.0% | -3.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling