+43.1%
MOD vs VSXY
+224.6%
-181.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +4.0% |
| 7D | +9.6% | -14.0% | +23.6% | +11.6% |
| 30D | 0.0% | -15.9% | +15.9% | +1.9% |
| 3M | -35.4% | +3.4% | -38.8% | -36.8% |
| 6M | -7.3% | +25.9% | -33.2% | -15.4% |
| YTD | +45.8% | +39.5% | +6.3% | +30.5% |
| 1Y | +43.1% | +194.4% | -151.2% | +0.9% |
| All | +43.1% | +224.6% | -181.4% | +0.9% |
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