+68.1%
MKSI vs VSXY
+37.5%
+30.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -12.8% | -18.7% | +5.9% | -8.6% |
| 3M | -22.5% | -4.0% | -18.5% | -22.8% |
| 6M | +19.4% | +67.5% | -48.1% | -0.6% |
| YTD | +67.7% | +39.7% | +28.1% | +45.2% |
| 1Y | +131.4% | +180.0% | -48.6% | +62.6% |
| 3Y | +197.3% | +337.3% | -140.0% | +70.4% |
| 5Y | +87.0% | +22.7% | +64.3% | +37.1% |
| All | +68.1% | +37.5% | +30.6% | +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