+127.6%
MOD vs VSXY
+446.9%
-319.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | +0.3% |
| 7D | +16.1% | -1.6% | +17.7% | +16.5% |
| 30D | -38.5% | +17.8% | -56.3% | -40.7% |
| 3M | -46.8% | +12.5% | -59.3% | -48.7% |
| 6M | -61.6% | +124.7% | -186.3% | -69.2% |
| YTD | -20.5% | +93.2% | -113.7% | -34.9% |
| 1Y | -28.0% | +195.6% | -223.7% | -47.5% |
| All | +127.6% | +446.9% | -319.4% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling