+83.9%
MSFT vs VSXY
+37.5%
+46.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | +0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.8% | -18.7% | +19.5% | +2.2% |
| 3M | +27.2% | -4.0% | +31.2% | +27.2% |
| 6M | +22.9% | +67.5% | -44.6% | +16.2% |
| YTD | +3.1% | +39.7% | -36.5% | -1.3% |
| 1Y | -0.3% | +180.0% | -180.2% | -11.3% |
| 3Y | +50.1% | +337.3% | -287.2% | +19.4% |
| 5Y | +74.6% | +22.7% | +52.0% | +59.3% |
| All | +83.9% | +37.5% | +46.3% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling