+5.8%
MP vs VSXY
+99.7%
-93.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +2.3% | +0.8% | +1.4% | +2.2% |
| 30D | -15.3% | +24.0% | -39.3% | -18.7% |
| 3M | -33.5% | +16.7% | -50.2% | -35.8% |
| 6M | -45.5% | +138.6% | -184.1% | -54.9% |
| YTD | -27.3% | +102.8% | -130.1% | -38.6% |
| 1Y | -40.7% | +214.2% | -254.9% | -54.4% |
| 3Y | +145.9% | +461.4% | -315.5% | +44.4% |
| 5Y | -13.9% | +118.3% | -132.2% | -36.3% |
| All | +5.8% | +99.7% | -93.9% | -24.3% |
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