+18.5%
MA vs VSXY
+214.0%
-195.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -1.8% | +0.8% | -2.6% | -1.8% |
| 30D | +11.0% | +24.0% | -13.0% | +11.3% |
| 3M | +17.9% | +16.7% | +1.2% | +18.1% |
| 6M | +33.2% | +138.6% | -105.5% | +33.0% |
| YTD | +16.5% | +102.8% | -86.3% | +17.0% |
| All | +18.5% | +214.0% | -195.5% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling