-87.5%
MSTU vs VSXY
+203.5%
-291.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -4.3% |
| 7D | +12.9% | -10.7% | +23.6% | +15.4% |
| 30D | +68.3% | -24.3% | +92.6% | +83.1% |
| 3M | +0.4% | +1.0% | -0.6% | -4.0% |
| 6M | -41.5% | +57.4% | -98.9% | -60.8% |
| YTD | -61.7% | +39.8% | -101.5% | -72.9% |
| 1Y | -93.7% | +196.5% | -290.1% | -97.7% |
| All | -87.5% | +203.5% | -291.0% | -95.1% |
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