+229.2%
MXL vs VSXY
+352.7%
-123.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.5% | +6.9% |
| 7D | +18.9% | +0.1% | +18.7% | +18.8% |
| 30D | +0.3% | -18.7% | +19.0% | +4.2% |
| 3M | -8.0% | -4.0% | -4.1% | -8.3% |
| 6M | +341.2% | +67.5% | +273.8% | +279.6% |
| YTD | +327.8% | +39.7% | +288.2% | +281.4% |
| 1Y | +364.9% | +180.0% | +184.9% | +250.8% |
| 3Y | +229.2% | +337.3% | -108.1% | +124.3% |
| All | +229.2% | +352.7% | -123.5% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling