+57.0%
MA vs VSXY
+37.4%
+19.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | -2.7% | -14.0% | +11.3% | -1.6% |
| 30D | +1.5% | -15.9% | +17.4% | +2.7% |
| 3M | +20.4% | +3.4% | +17.0% | +19.7% |
| 6M | +11.1% | +25.9% | -14.8% | +7.4% |
| YTD | +2.0% | +39.5% | -37.5% | -2.7% |
| 1Y | -2.2% | +194.4% | -196.5% | -14.1% |
| 3Y | +41.9% | +281.4% | -239.5% | +14.1% |
| 5Y | +75.4% | +12.8% | +62.6% | +55.4% |
| All | +57.0% | +37.4% | +19.6% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling