+1,062.2%
MOD vs VSXY
+42.7%
+1,019.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.0% | -2.0% |
| 7D | +6.3% | -6.8% | +13.1% | +7.5% |
| 30D | -1.7% | -20.4% | +18.7% | +2.4% |
| 3M | -30.1% | +2.9% | -33.0% | -31.5% |
| 6M | +2.7% | +67.9% | -65.2% | -11.5% |
| YTD | +44.1% | +44.9% | -0.8% | +27.0% |
| 1Y | +38.7% | +205.9% | -167.2% | +2.1% |
| 3Y | +309.8% | +373.9% | -64.1% | +156.5% |
| 5Y | +1,569.7% | +23.5% | +1,546.2% | +1,208.5% |
| All | +1,062.2% | +42.7% | +1,019.6% | +768.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling