+144.3%
MAR vs VSXY
+42.7%
+101.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.1% | -2.8% |
| 7D | -1.7% | -6.8% | +5.1% | -1.0% |
| 30D | -6.9% | -20.4% | +13.5% | -4.3% |
| 3M | -15.8% | +2.9% | -18.7% | -16.6% |
| 6M | +1.9% | +67.9% | -66.0% | -7.3% |
| YTD | +6.6% | +44.9% | -38.2% | -1.5% |
| 1Y | +23.7% | +205.9% | -182.3% | +1.3% |
| 3Y | +64.6% | +373.9% | -309.3% | +17.7% |
| 5Y | +156.4% | +23.5% | +132.9% | +114.1% |
| All | +144.3% | +42.7% | +101.7% | +110.1% |
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