+77.1%
MSI vs VSXY
+455.0%
-377.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +3.2% | -1.7% | +5.0% | +3.3% |
| 30D | +17.6% | +20.1% | -2.5% | +16.9% |
| 3M | +14.5% | +16.6% | -2.1% | +13.9% |
| 6M | +34.3% | +134.9% | -100.7% | +30.4% |
| YTD | +39.7% | +96.0% | -56.3% | +36.2% |
| 1Y | +40.2% | +203.8% | -163.6% | +34.7% |
| 3Y | +77.1% | +465.3% | -388.2% | +65.2% |
| All | +77.1% | +455.0% | -377.8% | +65.2% |
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