+14.8%
MSCI vs VSXY
+211.8%
-197.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -1.9% | +0.8% | -2.7% | -1.9% |
| 30D | +16.5% | +24.0% | -7.5% | +16.5% |
| 3M | +18.2% | +16.7% | +1.5% | +18.3% |
| 6M | +14.0% | +138.6% | -124.7% | +12.3% |
| YTD | +16.6% | +102.8% | -86.2% | +15.7% |
| 1Y | +14.8% | +214.2% | -199.3% | +11.3% |
| All | +14.8% | +211.8% | -197.0% | +11.3% |
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 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