-15.1%
MP vs VSXY
+110.3%
-125.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.6% |
| 7D | -10.5% | +11.8% | -22.3% | -12.5% |
| 30D | -23.5% | +25.9% | -49.5% | -27.1% |
| 3M | -25.4% | +15.5% | -41.0% | -28.1% |
| 6M | -51.3% | +109.7% | -161.0% | -59.0% |
| YTD | -29.9% | +99.5% | -129.4% | -41.1% |
| 1Y | -31.8% | +197.5% | -229.3% | -47.8% |
| 3Y | +127.0% | +453.3% | -326.3% | +27.5% |
| All | -15.1% | +110.3% | -125.4% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling