+541.4%
MOD vs VSXY
+106.4%
+435.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.1% | +4.8% | +8.9% |
| 7D | -13.9% | +15.2% | -29.1% | -16.6% |
| 30D | -41.5% | +37.0% | -78.5% | -45.3% |
| 3M | -45.7% | +15.2% | -60.9% | -48.0% |
| 6M | -61.1% | +136.3% | -197.4% | -68.9% |
| YTD | -20.5% | +109.6% | -130.1% | -35.4% |
| 1Y | -32.1% | +223.7% | -255.8% | -50.4% |
| 3Y | +146.5% | +516.3% | -369.8% | +46.9% |
| 5Y | +812.7% | +125.1% | +687.6% | +551.4% |
| All | +541.4% | +106.4% | +435.0% | +341.7% |
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 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