+297.0%
MXL vs VSXY
+210.1%
+86.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +8.4% | -19.5% | -12.3% |
| 7D | -24.3% | +14.2% | -38.5% | -26.0% |
| 30D | -46.1% | +21.9% | -68.0% | -47.9% |
| 3M | -21.8% | +22.1% | -44.0% | -24.9% |
| 6M | -27.2% | +116.7% | -143.9% | -38.5% |
| YTD | +226.2% | +101.1% | +125.0% | +180.8% |
| 1Y | +297.0% | +208.0% | +89.0% | +192.1% |
| All | +297.0% | +210.1% | +86.9% | +192.1% |
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