+34.7%
MAS vs VSXY
+37.4%
-2.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.4% |
| 7D | -0.8% | -14.0% | +13.2% | +1.3% |
| 30D | -5.6% | -15.9% | +10.4% | -3.4% |
| 3M | +4.4% | +3.4% | +1.1% | +3.4% |
| 6M | +7.2% | +25.9% | -18.7% | +0.8% |
| YTD | +16.1% | +39.5% | -23.4% | +7.0% |
| 1Y | +0.1% | +194.4% | -194.3% | -19.4% |
| 3Y | +28.3% | +281.4% | -253.1% | -8.3% |
| 5Y | +30.5% | +12.8% | +17.7% | +7.6% |
| All | +34.7% | +37.4% | -2.7% | +11.1% |
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