+26.9%
MKSI vs VSXY
+199.6%
-172.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.4% | -6.9% | -9.0% |
| 7D | -18.2% | +7.2% | -25.4% | -18.9% |
| 30D | -37.2% | +24.9% | -62.1% | -38.9% |
| 3M | -43.5% | +18.3% | -61.8% | -44.9% |
| 6M | -38.4% | +109.4% | -147.9% | -45.5% |
| YTD | +10.9% | +96.3% | -85.3% | -1.6% |
| 1Y | +26.9% | +184.0% | -157.1% | +12.1% |
| All | +26.9% | +199.6% | -172.7% | +12.1% |
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 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