-48.3%
MUZ vs VSXY
+44.7%
-93.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +8.4% | +5.8% | +15.6% |
| 7D | +47.2% | +14.2% | +33.0% | +50.9% |
| 30D | +57.1% | +21.9% | +35.2% | +64.1% |
| 3M | -5.3% | +22.1% | -27.4% | +2.7% |
| All | -48.3% | +44.7% | -93.0% | -21.4% |
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 · Available span rolling