+475.1%
MULL vs VSXY
+210.1%
+264.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.4% | -22.1% | -16.2% |
| 7D | -35.9% | +14.2% | -50.1% | -38.9% |
| 30D | -47.3% | +21.9% | -69.2% | -50.7% |
| 3M | -30.6% | +22.1% | -52.7% | -36.1% |
| 6M | +13.7% | +116.7% | -103.0% | -16.7% |
| YTD | +272.1% | +101.1% | +171.0% | +160.0% |
| 1Y | +475.1% | +208.0% | +267.0% | +157.1% |
| All | +475.1% | +210.1% | +264.9% | +157.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling