+73.5%
MXL vs VSXY
+37.5%
+36.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.5% | +6.8% |
| 7D | +18.9% | +0.1% | +18.7% | +18.8% |
| 30D | +0.3% | -18.7% | +19.0% | +5.0% |
| 3M | -8.0% | -4.0% | -4.1% | -8.3% |
| 6M | +341.2% | +67.5% | +273.8% | +268.1% |
| YTD | +327.8% | +39.7% | +288.2% | +271.9% |
| 1Y | +364.9% | +180.0% | +184.9% | +230.8% |
| 3Y | +229.2% | +337.3% | -108.1% | +84.7% |
| 5Y | +42.8% | +22.7% | +20.1% | +11.4% |
| All | +73.5% | +37.5% | +36.0% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling