-87.2%
MSTU vs VSXY
+210.1%
-297.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +8.4% | +2.0% | +11.0% |
| 7D | -4.8% | +14.2% | -19.0% | -3.8% |
| 30D | -29.6% | +21.9% | -51.4% | -28.2% |
| 3M | +69.4% | +22.1% | +47.3% | +73.4% |
| 6M | -62.2% | +116.7% | -178.9% | -61.2% |
| YTD | -61.1% | +101.1% | -162.2% | -58.8% |
| 1Y | -87.2% | +208.0% | -295.2% | -85.0% |
| All | -87.2% | +210.1% | -297.3% | -85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling