+121.1%
MGY vs VSXY
+37.5%
+83.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | +2.6% | -4.0% | +6.6% | +2.6% |
| 6M | -3.3% | +67.5% | -70.8% | -10.1% |
| YTD | +29.2% | +39.7% | -10.4% | +21.9% |
| 1Y | +18.0% | +180.0% | -161.9% | +1.3% |
| 3Y | +30.0% | +337.3% | -307.3% | -1.5% |
| 5Y | +92.7% | +22.7% | +70.0% | +61.9% |
| All | +121.1% | +37.5% | +83.5% | +87.7% |
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