-16.5%
MOS vs VSXY
+96.5%
-113.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | +21.6% | +11.8% | +9.8% | +20.1% |
| 30D | +12.0% | +25.9% | -14.0% | +9.0% |
| 3M | -3.9% | +15.5% | -19.4% | -5.8% |
| 6M | -3.3% | +109.7% | -113.0% | -12.5% |
| YTD | -4.6% | +99.5% | -104.1% | -13.9% |
| 1Y | -7.0% | +197.5% | -204.5% | -20.3% |
| 3Y | -24.4% | +453.3% | -477.7% | -44.6% |
| 5Y | -32.1% | +110.3% | -142.4% | -44.0% |
| All | -16.5% | +96.5% | -113.0% | -34.7% |
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 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