+73.9%
MSFT vs VSXY
+22.6%
+51.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 3M | +27.2% | -4.0% | +31.2% | +27.2% |
| 6M | +22.9% | +67.5% | -44.6% | +15.7% |
| YTD | +3.1% | +39.7% | -36.5% | -1.6% |
| 1Y | -0.3% | +180.0% | -180.2% | -12.1% |
| 3Y | +50.1% | +337.3% | -287.2% | +16.2% |
| All | +73.9% | +22.6% | +51.2% | +63.3% |
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 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