+36.1%
MRNA vs VXX
-78.4%
+114.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.3% | +9.7% | +4.1% |
| 7D | -1.1% | +2.0% | -3.1% | -0.4% |
| 30D | +126.1% | -7.1% | +133.2% | +122.8% |
| 3M | +190.0% | -28.6% | +218.7% | +167.8% |
| 6M | +157.2% | -44.0% | +201.2% | +126.9% |
| YTD | +388.2% | -31.7% | +419.9% | +359.5% |
| 1Y | +467.0% | -46.3% | +513.4% | +410.6% |
| 3Y | +36.1% | -78.3% | +114.3% | +21.5% |
| All | +36.1% | -78.4% | +114.5% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling