+133.0%
MS vs VSXY
+101.4%
+31.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.6% |
| 7D | +0.8% | +10.2% | -9.4% | -0.6% |
| 30D | -0.7% | +33.6% | -34.3% | -4.8% |
| 3M | -12.4% | +10.8% | -23.1% | -14.1% |
| 6M | -1.7% | +130.5% | -132.3% | -15.8% |
| YTD | +8.0% | +104.4% | -96.4% | -6.3% |
| 1Y | +16.2% | +216.5% | -200.3% | -6.7% |
| 3Y | +171.3% | +465.9% | -294.6% | +83.4% |
| 5Y | +124.8% | +123.1% | +1.7% | +73.5% |
| All | +133.0% | +101.4% | +31.6% | +80.7% |
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 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