+84.3%
MKSI vs VXX
-95.6%
+180.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +0.3% |
| 7D | +2.7% | +2.0% | +0.7% | +3.6% |
| 30D | -12.8% | -7.1% | -5.7% | -15.3% |
| 3M | -22.5% | -28.6% | +6.1% | -31.1% |
| 6M | +19.4% | -44.0% | +63.4% | -1.0% |
| YTD | +67.7% | -31.7% | +99.5% | +54.1% |
| 1Y | +131.4% | -46.3% | +177.8% | +98.7% |
| 3Y | +197.3% | -78.3% | +275.6% | +147.9% |
| All | +84.3% | -95.6% | +180.0% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling