+126.3%
MSI vs VSXY
+37.4%
+88.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.0% |
| 7D | -3.7% | -14.0% | +10.3% | -2.8% |
| 30D | +6.8% | -15.9% | +22.7% | +7.9% |
| 3M | +14.3% | +3.4% | +10.9% | +13.8% |
| 6M | -1.6% | +25.9% | -27.5% | -4.0% |
| YTD | +22.8% | +39.5% | -16.7% | +18.7% |
| 1Y | -1.1% | +194.4% | -195.5% | -9.8% |
| 3Y | +70.5% | +281.4% | -211.0% | +45.5% |
| 5Y | +102.8% | +12.8% | +90.0% | +88.5% |
| All | +126.3% | +37.4% | +88.9% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling