+89.0%
MGY vs VSXY
+22.6%
+66.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +5.3% | -18.7% | +23.9% | +7.2% |
| 3M | +2.6% | -4.0% | +6.6% | +2.5% |
| 6M | -3.3% | +67.5% | -70.8% | -10.9% |
| YTD | +29.2% | +39.7% | -10.4% | +21.1% |
| 1Y | +18.0% | +180.0% | -161.9% | -0.6% |
| 3Y | +30.0% | +337.3% | -307.3% | -6.1% |
| All | +89.0% | +22.6% | +66.4% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling