+7.2%
MAS vs VSXY
+19.7%
-12.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.6% |
| 7D | -0.8% | -14.0% | +13.2% | +0.4% |
| 30D | -5.6% | -15.9% | +10.4% | -4.4% |
| 3M | +4.4% | +3.4% | +1.1% | +3.8% |
| 6M | +7.2% | +25.9% | -18.7% | +3.8% |
| All | +7.2% | +19.7% | -12.5% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling