+21.8%
MSFU vs VSXY
+446.9%
-425.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.1% |
| 7D | -4.9% | -1.6% | -3.3% | -4.8% |
| 30D | -9.1% | +17.8% | -26.9% | -9.8% |
| 3M | +8.7% | +12.5% | -3.8% | +7.9% |
| 6M | +48.3% | +124.7% | -76.4% | +39.4% |
| YTD | -1.6% | +93.2% | -94.8% | -6.7% |
| 1Y | -13.6% | +195.6% | -209.2% | -22.1% |
| All | +21.8% | +446.9% | -425.2% | +6.2% |
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