+11.7%
MP vs VSXY
+93.0%
-81.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +9.5% | -1.7% | +11.2% | +9.8% |
| 30D | -3.0% | +20.1% | -23.1% | -6.3% |
| 3M | -30.4% | +16.6% | -47.0% | -32.8% |
| 6M | -39.2% | +134.9% | -174.1% | -49.6% |
| YTD | -23.3% | +96.0% | -119.3% | -34.9% |
| 1Y | -32.6% | +203.8% | -236.4% | -47.9% |
| 3Y | +159.3% | +465.3% | -306.1% | +51.2% |
| 5Y | -16.4% | +106.3% | -122.8% | -37.7% |
| All | +11.7% | +93.0% | -81.4% | -19.6% |
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 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