+48.6%
MS vs VSXY
+199.4%
-150.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.9% |
| 7D | +2.5% | -6.8% | +9.2% | +2.8% |
| 30D | 0.0% | -20.4% | +20.3% | +1.5% |
| 3M | +2.4% | +2.9% | -0.5% | +1.7% |
| 6M | +36.4% | +67.9% | -31.5% | +26.3% |
| YTD | +23.8% | +44.9% | -21.0% | +17.8% |
| 1Y | +48.6% | +205.9% | -157.3% | +31.9% |
| All | +48.6% | +199.4% | -150.8% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling