-30.2%
MSTZ vs VSXY
+224.6%
-254.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.5% |
| 7D | -29.7% | -14.0% | -15.7% | -29.3% |
| 30D | -65.3% | -15.9% | -49.4% | -65.0% |
| 3M | -57.3% | +3.4% | -60.7% | -56.5% |
| 6M | -61.6% | +25.9% | -87.5% | -59.4% |
| YTD | -78.3% | +39.5% | -117.8% | -75.5% |
| 1Y | -30.2% | +194.4% | -224.6% | +30.4% |
| All | -30.2% | +224.6% | -254.8% | +30.4% |
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