+67.5%
MA vs VSXY
+21.5%
+46.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.8% |
| 7D | -1.8% | -6.8% | +5.0% | -1.3% |
| 30D | +1.4% | -20.4% | +21.8% | +3.3% |
| 3M | +17.7% | +2.9% | +14.8% | +17.0% |
| 6M | +9.7% | +67.9% | -58.3% | +2.4% |
| YTD | +0.5% | +44.9% | -44.4% | -5.0% |
| 1Y | -2.1% | +205.9% | -208.0% | -15.8% |
| 3Y | +40.1% | +373.9% | -333.8% | +4.7% |
| 5Y | +67.5% | +23.5% | +44.1% | +59.3% |
| All | +67.5% | +21.5% | +46.0% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling