+140.8%
MS vs VXX
-95.6%
+236.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | -0.2% |
| 7D | -1.5% | +2.0% | -3.5% | -1.0% |
| 30D | -1.5% | -7.1% | +5.6% | -3.1% |
| 3M | +1.4% | -28.6% | +30.0% | -5.9% |
| 6M | +34.7% | -44.0% | +78.7% | +19.6% |
| YTD | +22.7% | -31.7% | +54.5% | +16.0% |
| 1Y | +40.1% | -46.3% | +86.5% | +26.8% |
| 3Y | +181.4% | -78.3% | +259.7% | +140.7% |
| All | +140.8% | -95.6% | +236.4% | +51.2% |
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