-99.3%
MSTZ vs VSXY
+333.1%
-432.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +1.4% |
| 7D | -1.2% | +11.8% | -13.0% | +3.4% |
| 30D | +22.2% | +25.9% | -3.8% | +33.7% |
| 3M | -70.4% | +15.5% | -85.9% | -69.0% |
| 6M | -31.0% | +109.7% | -140.7% | -5.9% |
| YTD | -81.0% | +99.5% | -180.5% | -72.6% |
| 1Y | -61.2% | +197.5% | -258.7% | -24.9% |
| All | -99.3% | +333.1% | -432.4% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling