+58.1%
MP vs VSXY
+14.5%
+43.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.9% |
| 7D | -2.9% | -14.0% | +11.1% | -0.2% |
| 30D | +13.8% | -15.9% | +29.7% | +17.3% |
| 3M | -16.7% | +3.4% | -20.1% | -17.9% |
| 6M | -11.5% | +25.9% | -37.4% | -17.8% |
| YTD | +7.9% | +39.5% | -31.5% | -2.4% |
| 1Y | -15.0% | +194.4% | -209.4% | -35.6% |
| 3Y | +153.5% | +281.4% | -127.9% | +52.8% |
| All | +58.1% | +14.5% | +43.7% | +29.0% |
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