-15.0%
MOS vs VSXY
+106.4%
-121.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.2% | +1.2% |
| 7D | +19.7% | +15.2% | +4.5% | +17.8% |
| 30D | +21.5% | +37.0% | -15.5% | +17.1% |
| 3M | -0.4% | +15.2% | -15.6% | -2.4% |
| 6M | +4.5% | +136.3% | -131.8% | -6.7% |
| YTD | -2.9% | +109.6% | -112.5% | -12.8% |
| 1Y | -7.7% | +223.7% | -231.4% | -21.8% |
| 3Y | -25.6% | +516.3% | -541.9% | -46.4% |
| 5Y | -31.2% | +125.1% | -156.3% | -43.7% |
| All | -15.0% | +106.4% | -121.4% | -33.9% |
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