-58.9%
MSTZ vs VSXY
+211.8%
-270.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | +31.0% | +0.8% | +30.2% | +30.9% |
| 30D | +34.0% | +24.0% | +9.9% | +30.5% |
| 3M | -67.7% | +16.7% | -84.4% | -68.2% |
| 6M | -14.9% | +138.6% | -153.5% | -15.1% |
| YTD | -79.1% | +102.8% | -181.9% | -79.8% |
| 1Y | -58.9% | +214.2% | -273.1% | -66.3% |
| All | -58.9% | +211.8% | -270.8% | -66.3% |
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 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