-1.2%
MSCI vs VSXY
+198.1%
-199.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.5% |
| 7D | -1.1% | -10.7% | +9.6% | -1.2% |
| 30D | -1.2% | -24.3% | +23.1% | -1.4% |
| 3M | -8.4% | +1.0% | -9.4% | -8.3% |
| 6M | -1.0% | +57.4% | -58.4% | -1.6% |
| YTD | -2.3% | +39.8% | -42.0% | -2.1% |
| 1Y | -1.2% | +196.5% | -197.6% | +1.2% |
| All | -1.2% | +198.1% | -199.3% | +1.2% |
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