+182.7%
MS vs VXX
-78.1%
+260.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | 0.0% |
| 7D | +1.7% | +1.6% | +0.1% | +2.1% |
| 30D | 0.0% | -9.5% | +9.5% | -2.3% |
| 3M | +3.0% | -27.3% | +30.3% | -3.9% |
| 6M | +35.7% | -43.3% | +79.0% | +20.8% |
| YTD | +23.3% | -30.9% | +54.2% | +16.9% |
| 1Y | +44.7% | -47.2% | +91.9% | +30.5% |
| All | +182.7% | -78.1% | +260.8% | +143.8% |
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 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