-11.4%
MSCI vs VSXY
+21.5%
-32.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.6% | -4.2% |
| 7D | -2.1% | -6.8% | +4.7% | -1.5% |
| 30D | -1.7% | -20.4% | +18.6% | +0.6% |
| 3M | -8.2% | +2.9% | -11.1% | -9.1% |
| 6M | -2.4% | +67.9% | -70.4% | -10.9% |
| YTD | -2.8% | +44.9% | -47.7% | -9.9% |
| 1Y | -2.7% | +205.9% | -208.6% | -20.2% |
| 3Y | +7.3% | +373.9% | -366.5% | -26.7% |
| 5Y | -11.4% | +23.5% | -34.9% | -17.9% |
| All | -11.4% | +21.5% | -32.9% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling