-65.1%
MSTZ vs VSXY
+210.1%
-275.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.4% | -17.9% | -10.2% |
| 7D | +0.7% | +14.2% | -13.5% | -0.5% |
| 30D | +16.6% | +21.9% | -5.3% | +14.2% |
| 3M | -74.7% | +22.1% | -96.8% | -75.1% |
| 6M | -43.9% | +116.7% | -160.6% | -44.4% |
| YTD | -84.0% | +101.1% | -185.1% | -84.1% |
| 1Y | -65.1% | +208.0% | -273.1% | -68.4% |
| All | -65.1% | +210.1% | -275.2% | -68.4% |
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