+88.0%
MSFU vs VSXY
+237.0%
-149.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -2.8% | -1.7% | -1.0% | -2.6% |
| 30D | -5.3% | +20.1% | -25.4% | -6.7% |
| 3M | +7.2% | +16.6% | -9.4% | +5.7% |
| 6M | +51.0% | +134.9% | -84.0% | +36.9% |
| YTD | -1.2% | +96.0% | -97.2% | -9.2% |
| 1Y | -10.3% | +203.8% | -214.1% | -22.6% |
| 3Y | +22.2% | +465.3% | -443.1% | -9.9% |
| All | +88.0% | +237.0% | -149.0% | +52.7% |
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