+7.0%
MDB vs VSXY
+199.3%
-192.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.6% |
| 7D | -4.5% | -10.7% | +6.2% | -4.7% |
| 30D | -14.0% | -24.3% | +10.3% | -14.4% |
| 3M | +5.3% | +1.0% | +4.3% | +5.4% |
| 6M | +31.9% | +57.4% | -25.5% | +32.3% |
| YTD | -14.6% | +39.8% | -54.4% | -14.4% |
| All | +7.0% | +199.3% | -192.3% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling