-14.0%
MP vs VSXY
+198.1%
-212.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.6% |
| 7D | -0.7% | -10.7% | +10.0% | +0.3% |
| 30D | -0.7% | -24.3% | +23.6% | +2.0% |
| 3M | 0.0% | +1.0% | -1.0% | -0.5% |
| 6M | -10.0% | +57.4% | -67.3% | -14.5% |
| YTD | +7.5% | +39.8% | -32.3% | +2.2% |
| 1Y | -14.0% | +196.5% | -210.5% | -10.5% |
| All | -14.0% | +198.1% | -212.1% | -10.5% |
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