+61.3%
MXL vs VSXY
+33.4%
+27.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | 0.0% | -2.3% |
| 7D | +16.6% | -0.3% | +17.0% | +16.7% |
| 30D | +0.5% | -22.1% | +22.5% | +6.2% |
| 3M | -3.6% | -1.1% | -2.5% | -4.5% |
| 6M | +328.0% | +53.8% | +274.2% | +264.7% |
| YTD | +297.8% | +35.5% | +262.3% | +248.3% |
| 1Y | +339.4% | +186.0% | +153.4% | +210.5% |
| 3Y | +201.7% | +343.2% | -141.4% | +68.0% |
| 5Y | +32.8% | +19.0% | +13.8% | +4.3% |
| All | +61.3% | +33.4% | +27.9% | +25.7% |
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