+48.1%
MDY vs VSXY
+37.7%
+10.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.6% |
| 7D | -0.8% | -10.7% | +9.9% | +0.6% |
| 30D | -3.9% | -24.3% | +20.4% | -0.5% |
| 3M | 0.0% | +1.0% | -1.1% | -0.8% |
| 6M | +8.5% | +57.4% | -48.8% | -0.6% |
| YTD | +13.2% | +39.8% | -26.6% | +5.0% |
| 1Y | +15.0% | +196.5% | -181.5% | -5.6% |
| 3Y | +49.6% | +357.2% | -307.7% | +6.4% |
| 5Y | +46.0% | +18.9% | +27.1% | +23.0% |
| All | +48.1% | +37.7% | +10.5% | +23.8% |
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 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