+3,128.8%
MLM vs VSAT
+1,150.1%
+1,978.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -11.1% | +5.9% | -3.6% |
| 7D | -1.2% | -23.9% | +22.6% | +2.4% |
| 30D | +7.9% | -20.2% | +28.1% | +10.7% |
| 3M | -4.5% | -26.7% | +22.3% | -1.1% |
| 6M | -12.6% | -9.4% | -3.2% | -14.0% |
| YTD | -14.9% | +72.3% | -87.2% | -24.7% |
| 1Y | -13.1% | +56.6% | -69.7% | -22.5% |
| 3Y | +21.2% | +199.9% | -178.7% | -12.6% |
| 5Y | +32.0% | -11.4% | +43.4% | +9.2% |
| 10Y | +195.3% | -13.9% | +209.2% | +135.2% |
| All | +3,128.8% | +1,150.1% | +1,978.7% | +1,672.9% |
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