+148.7%
MAR vs VSXY
+37.5%
+111.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.3% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -5.4% | -18.7% | +13.3% | -3.1% |
| 3M | -15.5% | -4.0% | -11.5% | -15.5% |
| 6M | +3.0% | +67.5% | -64.5% | -6.4% |
| YTD | +8.5% | +39.7% | -31.1% | +0.8% |
| 1Y | +26.0% | +180.0% | -154.0% | +4.5% |
| 3Y | +68.6% | +337.3% | -268.7% | +22.1% |
| 5Y | +157.4% | +22.7% | +134.7% | +116.4% |
| All | +148.7% | +37.5% | +111.2% | +114.9% |
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