+132.4%
MS vs VSXY
+106.4%
+26.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -1.9% | +2.4% |
| 7D | +0.7% | +15.2% | -14.5% | -1.3% |
| 30D | -0.9% | +37.0% | -37.9% | -5.4% |
| 3M | -13.0% | +15.2% | -28.2% | -15.2% |
| 6M | -2.0% | +136.3% | -138.3% | -16.3% |
| YTD | +7.8% | +109.6% | -101.8% | -6.8% |
| 1Y | +17.9% | +223.7% | -205.8% | -5.7% |
| 3Y | +174.8% | +516.3% | -341.5% | +83.1% |
| 5Y | +119.9% | +125.1% | -5.3% | +69.2% |
| All | +132.4% | +106.4% | +26.0% | +79.6% |
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