-99.2%
MSTZ vs VSXY
+214.5%
-313.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.9% | +4.3% | +9.5% |
| 7D | -25.4% | -6.8% | -18.6% | -28.9% |
| 30D | -60.9% | -20.4% | -40.5% | -64.8% |
| 3M | -54.2% | +2.9% | -57.1% | -54.1% |
| 6M | -65.0% | +67.9% | -132.9% | -53.7% |
| YTD | -76.5% | +44.9% | -121.4% | -70.2% |
| 1Y | -23.4% | +205.9% | -229.3% | +83.1% |
| All | -99.2% | +214.5% | -313.7% | -97.3% |
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