-2.2%
MA vs VXX
-51.1%
+49.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -2.7% | -3.5% | +0.8% | -3.0% |
| 30D | +1.5% | -13.6% | +15.1% | +0.1% |
| 3M | +20.4% | -24.6% | +45.0% | +17.3% |
| 6M | +11.1% | -39.9% | +51.0% | +6.1% |
| YTD | +2.0% | -33.1% | +35.0% | -0.7% |
| 1Y | -2.2% | -49.9% | +47.8% | -8.7% |
| All | -2.2% | -51.1% | +49.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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