+2,302.1%
MULL vs VSAT
+748.3%
+1,553.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -8.4% | -1.3% | -7.1% | -8.4% |
| 30D | +9.7% | -14.8% | +24.5% | +18.2% |
| 3M | -26.8% | +2.2% | -29.0% | -28.2% |
| 6M | +220.7% | +60.2% | +160.5% | +149.8% |
| YTD | +509.0% | +115.6% | +393.4% | +317.4% |
| 1Y | +1,739.5% | +132.9% | +1,606.6% | +1,132.5% |
| All | +2,302.1% | +748.3% | +1,553.9% | +695.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling