+3,048.9%
MLM vs VSAT
+1,485.7%
+1,563.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +0.4% |
| 7D | -2.9% | +11.8% | -14.7% | -4.5% |
| 30D | -6.8% | -7.0% | +0.2% | -6.0% |
| 3M | -11.2% | +3.3% | -14.5% | -13.2% |
| 6M | -21.8% | +57.4% | -79.3% | -28.9% |
| YTD | -17.0% | +118.6% | -135.5% | -28.5% |
| 1Y | -16.4% | +150.2% | -166.6% | -30.2% |
| 3Y | +14.5% | +160.7% | -146.2% | -15.1% |
| 5Y | +41.7% | +51.2% | -9.4% | +8.6% |
| 10Y | +200.0% | -0.7% | +200.7% | +135.9% |
| All | +3,048.9% | +1,485.7% | +1,563.2% | +1,584.5% |
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 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