+254.2%
MA vs VXX
-99.0%
+353.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | -0.2% |
| 7D | -1.7% | +2.0% | -3.7% | -1.3% |
| 30D | +1.7% | -7.1% | +8.8% | +0.2% |
| 3M | +17.2% | -28.6% | +45.8% | +9.5% |
| 6M | +13.3% | -44.0% | +57.3% | +1.5% |
| YTD | +0.2% | -31.7% | +31.9% | -5.5% |
| 1Y | -2.7% | -46.3% | +43.6% | -12.0% |
| 3Y | +39.1% | -78.3% | +117.3% | +16.0% |
| 5Y | +68.8% | -95.8% | +164.6% | +3.6% |
| All | +254.2% | -99.0% | +353.2% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling