+79.3%
MA vs VSXY
+99.7%
-20.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | +11.0% | +24.0% | -13.0% | +9.2% |
| 3M | +17.9% | +16.7% | +1.2% | +16.2% |
| 6M | +33.2% | +138.6% | -105.5% | +22.1% |
| YTD | +16.5% | +102.8% | -86.3% | +7.8% |
| 1Y | +19.1% | +214.2% | -195.1% | +5.1% |
| 3Y | +70.6% | +461.4% | -390.8% | +33.5% |
| 5Y | +92.1% | +118.3% | -26.2% | +67.1% |
| All | +79.3% | +99.7% | -20.4% | +58.6% |
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