+70.7%
MSFU vs VSXY
+140.4%
-69.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | -2.3% | -10.7% | +8.4% | -1.6% |
| 30D | -6.3% | -24.3% | +18.0% | -4.2% |
| 3M | +40.0% | +1.0% | +38.9% | +39.4% |
| 6M | +30.1% | +57.4% | -27.3% | +22.0% |
| YTD | -10.3% | +39.8% | -50.1% | -15.2% |
| 1Y | -19.0% | +196.5% | -215.5% | -31.3% |
| 3Y | +25.8% | +357.2% | -331.4% | -7.8% |
| All | +70.7% | +140.4% | -69.7% | +42.7% |
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 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