+40.1%
MS vs VXX
-46.7%
+86.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | -0.3% |
| 7D | -1.5% | +2.0% | -3.5% | -1.0% |
| 30D | -1.5% | -7.1% | +5.6% | -3.3% |
| 3M | +1.4% | -28.6% | +30.0% | -6.6% |
| 6M | +34.7% | -44.0% | +78.7% | +18.2% |
| YTD | +22.7% | -31.7% | +54.5% | +15.9% |
| 1Y | +40.1% | -46.3% | +86.5% | +28.0% |
| All | +40.1% | -46.7% | +86.8% | +28.0% |
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