+46.2%
MSFT vs VSXY
+455.0%
-408.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -1.3% | -1.7% | +0.5% | -1.2% |
| 30D | -1.8% | +20.1% | -22.0% | -2.3% |
| 3M | +5.6% | +16.6% | -11.0% | +5.1% |
| 6M | +29.8% | +134.9% | -105.1% | +25.8% |
| YTD | +9.0% | +96.0% | -87.0% | +6.2% |
| 1Y | +4.9% | +203.8% | -198.8% | -0.3% |
| 3Y | +46.2% | +465.3% | -419.1% | +37.3% |
| All | +46.2% | +455.0% | -408.8% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling