+102.7%
MO vs VXX
-95.6%
+198.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.2% |
| 7D | +0.1% | +2.0% | -1.8% | +0.2% |
| 30D | +7.1% | -7.1% | +14.2% | +7.0% |
| 3M | -2.0% | -28.6% | +26.7% | -2.5% |
| 6M | +7.3% | -44.0% | +51.3% | +6.2% |
| YTD | +23.5% | -31.7% | +55.2% | +22.9% |
| 1Y | +11.0% | -46.3% | +57.3% | +9.9% |
| 3Y | +95.0% | -78.3% | +173.3% | +89.3% |
| All | +102.7% | -95.6% | +198.4% | +82.8% |
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 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