+127.0%
MP vs VSXY
+450.7%
-323.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.8% |
| 7D | -10.5% | +11.8% | -22.3% | -11.4% |
| 30D | -23.5% | +25.9% | -49.5% | -25.2% |
| 3M | -25.4% | +15.5% | -41.0% | -26.7% |
| 6M | -51.3% | +109.7% | -161.0% | -55.0% |
| YTD | -29.9% | +99.5% | -129.4% | -35.3% |
| 1Y | -31.8% | +197.5% | -229.3% | -39.0% |
| 3Y | +127.0% | +453.3% | -326.3% | +73.4% |
| All | +127.0% | +450.7% | -323.7% | +73.4% |
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