-23.4%
MSTZ vs VSXY
+199.4%
-222.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.9% | +4.3% | +8.0% |
| 7D | -25.4% | -6.8% | -18.6% | -24.9% |
| 30D | -60.9% | -20.4% | -40.5% | -60.8% |
| 3M | -54.2% | +2.9% | -57.1% | -53.5% |
| 6M | -65.0% | +67.9% | -132.9% | -60.1% |
| YTD | -76.5% | +44.9% | -121.4% | -73.5% |
| 1Y | -23.4% | +205.9% | -229.3% | +39.8% |
| All | -23.4% | +199.4% | -222.8% | +39.8% |
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