-18.0%
MOS vs VSXY
+224.6%
-242.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.2% |
| 7D | +9.5% | -14.0% | +23.5% | +10.9% |
| 30D | +10.4% | -15.9% | +26.3% | +11.9% |
| 3M | +12.9% | +3.4% | +9.5% | +12.7% |
| 6M | +1.2% | +25.9% | -24.7% | -1.2% |
| YTD | +9.3% | +39.5% | -30.2% | +5.1% |
| 1Y | -18.0% | +194.4% | -212.3% | -27.6% |
| All | -18.0% | +224.6% | -242.5% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling