+53.2%
MA vs VSXY
+33.4%
+19.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.1% |
| 7D | -3.5% | -0.3% | -3.1% | -3.5% |
| 30D | +0.7% | -22.1% | +22.8% | +2.5% |
| 3M | +15.8% | -1.1% | +16.9% | +15.5% |
| 6M | +10.2% | +53.8% | -43.6% | +4.4% |
| YTD | -0.5% | +35.5% | -36.0% | -4.9% |
| 1Y | -1.8% | +186.0% | -187.8% | -13.6% |
| 3Y | +38.7% | +343.2% | -304.4% | +8.9% |
| 5Y | +67.6% | +19.0% | +48.6% | +49.4% |
| All | +53.2% | +33.4% | +19.8% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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