+253.2%
MA vs VXX
-99.0%
+352.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.2% |
| 7D | -3.5% | +1.6% | -5.1% | -3.2% |
| 30D | +0.8% | -9.5% | +10.2% | -1.3% |
| 3M | +14.8% | -27.3% | +42.1% | +7.8% |
| 6M | +10.0% | -43.3% | +53.3% | -1.3% |
| YTD | -0.1% | -30.9% | +30.8% | -5.5% |
| 1Y | -2.2% | -47.2% | +45.0% | -11.9% |
| 3Y | +39.3% | -78.5% | +117.8% | +15.8% |
| 5Y | +66.3% | -95.6% | +161.9% | +3.4% |
| All | +253.2% | -99.0% | +352.1% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling