-16.3%
MOS vs VSXY
+199.4%
-215.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.2% | +2.3% |
| 7D | +7.1% | -6.8% | +13.8% | +7.6% |
| 30D | +15.0% | -20.4% | +35.4% | +17.2% |
| 3M | +24.1% | +2.9% | +21.2% | +23.8% |
| 6M | +2.7% | +67.9% | -65.2% | -1.5% |
| YTD | +12.2% | +44.9% | -32.7% | +7.4% |
| 1Y | -16.3% | +205.9% | -222.2% | -27.2% |
| All | -16.3% | +199.4% | -215.7% | -27.2% |
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