-88.0%
MSTU vs VSXY
+203.2%
-291.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.5% |
| 7D | -16.6% | +0.1% | -16.7% | -16.7% |
| 30D | +69.7% | -18.7% | +88.4% | +79.6% |
| 3M | -7.5% | -4.0% | -3.5% | -9.7% |
| 6M | -43.1% | +67.5% | -110.6% | -63.4% |
| YTD | -63.0% | +39.7% | -102.7% | -73.9% |
| 1Y | -93.8% | +180.0% | -273.8% | -97.6% |
| All | -88.0% | +203.2% | -291.2% | -95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling