+302.4%
MXL vs VSAT
+3.3%
+299.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.5% |
| 7D | +18.9% | -1.3% | +20.2% | +19.1% |
| 30D | +0.3% | -14.8% | +15.1% | +5.2% |
| 3M | -8.0% | +2.2% | -10.2% | -8.5% |
| 6M | +341.2% | +60.2% | +281.1% | +285.7% |
| YTD | +327.8% | +115.6% | +212.2% | +242.2% |
| 1Y | +364.9% | +132.9% | +232.0% | +262.4% |
| 3Y | +229.2% | +216.1% | +13.1% | +92.7% |
| 5Y | +42.8% | +52.9% | -10.2% | -3.2% |
| All | +302.4% | +3.3% | +299.1% | +179.9% |
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 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