+0.8%
MSCI vs VSXY
+19.7%
-18.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.2% |
| 7D | +0.4% | -14.0% | +14.4% | +0.1% |
| 30D | +0.6% | -15.9% | +16.5% | +0.2% |
| 3M | -7.1% | +3.4% | -10.5% | -6.9% |
| 6M | +0.8% | +25.9% | -25.1% | +1.9% |
| All | +0.8% | +19.7% | -18.8% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling