+24.0%
MSCI vs VSXY
+93.0%
-69.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.2% |
| 7D | +3.0% | -1.7% | +4.7% | +3.2% |
| 30D | +17.8% | +20.1% | -2.3% | +15.4% |
| 3M | +15.2% | +16.6% | -1.4% | +12.8% |
| 6M | +16.5% | +134.9% | -118.5% | +3.1% |
| YTD | +16.4% | +96.0% | -79.6% | +4.6% |
| 1Y | +16.8% | +203.8% | -187.0% | -1.7% |
| 3Y | +35.8% | +465.3% | -429.6% | -4.2% |
| 5Y | +7.0% | +106.3% | -99.3% | -10.7% |
| All | +24.0% | +93.0% | -69.1% | +3.3% |
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 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