+111.4%
MTB vs VSXY
+42.7%
+68.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.4% | -1.2% |
| 7D | +2.8% | -6.8% | +9.5% | +3.6% |
| 30D | -4.2% | -20.4% | +16.2% | -1.1% |
| 3M | +7.8% | +2.9% | +4.9% | +6.6% |
| 6M | +14.8% | +67.9% | -53.1% | +2.7% |
| YTD | +20.8% | +44.9% | -24.1% | +10.1% |
| 1Y | +23.1% | +205.9% | -182.8% | -2.5% |
| 3Y | +114.8% | +373.9% | -259.0% | +44.2% |
| 5Y | +103.3% | +23.5% | +79.8% | +66.1% |
| All | +111.4% | +42.7% | +68.7% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling