+9.0%
MSFT vs VSXY
+210.1%
-201.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.4% | -1.7% | +6.8% |
| 7D | +4.7% | +14.2% | -9.5% | +4.9% |
| 30D | +5.8% | +21.9% | -16.0% | +6.2% |
| 3M | +13.0% | +22.1% | -9.1% | +13.5% |
| 6M | +34.9% | +116.7% | -81.8% | +37.6% |
| YTD | +15.7% | +101.1% | -85.5% | +17.0% |
| 1Y | +9.0% | +208.0% | -199.1% | +8.3% |
| All | +9.0% | +210.1% | -201.2% | +8.3% |
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