+522.8%
MOD vs VSXY
+101.4%
+421.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.4% |
| 7D | -17.8% | +10.2% | -28.0% | -19.7% |
| 30D | -43.2% | +33.6% | -76.9% | -46.7% |
| 3M | -46.0% | +10.8% | -56.8% | -47.9% |
| 6M | -62.2% | +130.5% | -192.8% | -69.7% |
| YTD | -22.8% | +104.4% | -127.2% | -37.0% |
| 1Y | -35.5% | +216.5% | -252.0% | -52.7% |
| 3Y | +128.2% | +465.9% | -337.7% | +38.4% |
| 5Y | +791.6% | +123.1% | +668.5% | +538.9% |
| All | +522.8% | +101.4% | +421.4% | +330.9% |
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 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