+47.9%
MS vs VXX
-51.1%
+99.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.4% |
| 7D | +1.4% | -3.5% | +4.9% | +0.5% |
| 30D | -0.3% | -13.6% | +13.4% | -4.0% |
| 3M | +0.3% | -24.6% | +24.9% | -6.1% |
| 6M | +31.3% | -39.9% | +71.2% | +18.3% |
| YTD | +24.7% | -33.1% | +57.7% | +17.1% |
| 1Y | +47.9% | -49.9% | +97.8% | +33.4% |
| All | +47.9% | -51.1% | +99.0% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling