+71.2%
MSFU vs VSXY
+133.0%
-61.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | -6.9% | -0.3% | -6.6% | -7.0% |
| 30D | -5.1% | -22.1% | +16.9% | -3.3% |
| 3M | +44.6% | -1.1% | +45.8% | +44.3% |
| 6M | +32.8% | +53.8% | -21.0% | +24.7% |
| YTD | -10.1% | +35.5% | -45.5% | -14.7% |
| 1Y | -19.4% | +186.0% | -205.4% | -31.3% |
| 3Y | +26.2% | +343.2% | -317.0% | -7.3% |
| All | +71.2% | +133.0% | -61.8% | +43.4% |
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