+181.5%
MKSI vs VXX
-99.0%
+280.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +0.4% |
| 7D | +2.7% | +2.0% | +0.7% | +3.6% |
| 30D | -12.8% | -7.1% | -5.7% | -15.1% |
| 3M | -22.5% | -28.6% | +6.1% | -30.5% |
| 6M | +19.4% | -44.0% | +63.4% | +0.4% |
| YTD | +67.7% | -31.7% | +99.5% | +55.3% |
| 1Y | +131.4% | -46.3% | +177.8% | +101.2% |
| 3Y | +197.3% | -78.3% | +275.6% | +151.8% |
| 5Y | +87.0% | -95.8% | +182.8% | +6.0% |
| All | +181.5% | -99.0% | +280.5% | +49.5% |
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