-99.1%
MSTZ vs VSXY
+325.5%
-424.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.5% | +5.5% |
| 7D | +30.8% | -1.7% | +32.5% | +30.2% |
| 30D | +41.2% | +20.1% | +21.1% | +52.3% |
| 3M | -60.9% | +16.6% | -77.5% | -58.8% |
| 6M | -15.7% | +134.9% | -150.6% | +25.2% |
| YTD | -75.2% | +96.0% | -171.2% | -64.3% |
| 1Y | -59.8% | +203.8% | -263.6% | -19.9% |
| All | -99.1% | +325.5% | -424.7% | -96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling