+3,069.5%
MLM vs VSAT
+1,246.3%
+1,823.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -2.9% |
| 7D | -4.1% | -17.0% | +12.9% | -1.8% |
| 30D | +8.2% | -9.8% | +17.9% | +9.0% |
| 3M | -3.6% | -22.0% | +18.4% | -1.1% |
| 6M | -15.6% | -5.0% | -10.6% | -17.5% |
| YTD | -16.4% | +85.6% | -102.0% | -26.9% |
| 1Y | -14.3% | +80.2% | -94.5% | -25.2% |
| 3Y | +19.3% | +250.0% | -230.7% | -16.0% |
| 5Y | +29.6% | -4.6% | +34.1% | +6.0% |
| 10Y | +189.9% | -7.2% | +197.2% | +128.3% |
| All | +3,069.5% | +1,246.3% | +1,823.2% | +1,621.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling