-59.1%
MNDY vs VSXY
+33.4%
-92.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.1% | +8.1% | +5.5% |
| 7D | -12.5% | -0.3% | -12.2% | -12.6% |
| 30D | -2.6% | -22.1% | +19.4% | +1.3% |
| 3M | +4.2% | -1.1% | +5.4% | +3.6% |
| 6M | +9.8% | +53.8% | -44.1% | -3.3% |
| YTD | -42.3% | +35.5% | -77.8% | -48.0% |
| 1Y | -54.5% | +186.0% | -240.5% | -65.8% |
| 3Y | -50.3% | +343.2% | -393.4% | -70.2% |
| 5Y | -77.1% | +19.0% | -96.1% | -81.3% |
| All | -59.1% | +33.4% | -92.5% | -62.7% |
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