-32.6%
MOD vs VSXY
+210.1%
-242.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +8.4% | -29.8% | -22.0% |
| 7D | -31.3% | +14.2% | -45.5% | -32.2% |
| 30D | -46.1% | +21.9% | -68.0% | -47.2% |
| 3M | -51.1% | +22.1% | -73.3% | -52.4% |
| 6M | -62.1% | +116.7% | -178.7% | -67.1% |
| YTD | -26.2% | +101.1% | -127.3% | -35.6% |
| 1Y | -32.6% | +208.0% | -240.6% | -45.5% |
| All | -32.6% | +210.1% | -242.7% | -45.5% |
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