+154.3%
MP vs VSXY
+324.0%
-169.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.1% |
| 7D | -2.9% | -14.0% | +11.1% | -1.4% |
| 30D | +13.8% | -15.9% | +29.7% | +15.7% |
| 3M | -16.7% | +3.4% | -20.1% | -17.3% |
| 6M | -11.5% | +25.9% | -37.4% | -14.9% |
| YTD | +7.9% | +39.5% | -31.5% | +2.6% |
| 1Y | -15.0% | +194.4% | -209.4% | -25.2% |
| All | +154.3% | +324.0% | -169.7% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling