-38.5%
MP vs VSXY
+214.0%
-252.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.3% | +0.8% | +1.4% | +2.2% |
| 30D | -15.3% | +24.0% | -39.3% | -17.5% |
| 3M | -33.5% | +16.7% | -50.2% | -35.1% |
| 6M | -45.5% | +138.6% | -184.1% | -52.3% |
| YTD | -27.3% | +102.8% | -130.1% | -36.1% |
| All | -38.5% | +214.0% | -252.5% | -43.8% |
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