-92.7%
MSTU vs VSXY
+224.6%
-317.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.0% |
| 7D | +21.3% | -14.0% | +35.3% | +21.0% |
| 30D | +90.8% | -15.9% | +106.7% | +90.4% |
| 3M | -6.8% | +3.4% | -10.2% | -7.9% |
| 6M | -39.8% | +25.9% | -65.7% | -41.3% |
| YTD | -55.7% | +39.5% | -95.2% | -58.5% |
| 1Y | -92.7% | +194.4% | -287.0% | -95.7% |
| All | -92.7% | +224.6% | -317.2% | -95.7% |
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 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