+483.7%
MOD vs VSXY
+96.5%
+387.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.4% |
| 7D | -25.5% | +11.8% | -37.4% | -27.5% |
| 30D | -49.0% | +25.9% | -74.9% | -51.6% |
| 3M | -49.8% | +15.5% | -65.4% | -52.0% |
| 6M | -64.8% | +109.7% | -174.5% | -71.1% |
| YTD | -27.6% | +99.5% | -127.1% | -40.7% |
| 1Y | -35.2% | +197.5% | -232.7% | -51.9% |
| 3Y | +137.1% | +453.3% | -316.1% | +44.2% |
| 5Y | +760.3% | +110.3% | +650.0% | +520.1% |
| All | +483.7% | +96.5% | +387.3% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling