+389.7%
MS vs VXX
-99.0%
+488.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | +3.0% | -27.3% | +30.3% | -4.4% |
| 6M | +35.7% | -43.3% | +79.0% | +19.6% |
| YTD | +23.3% | -30.9% | +54.2% | +16.3% |
| 1Y | +44.7% | -47.2% | +91.9% | +29.0% |
| 3Y | +178.0% | -78.5% | +256.5% | +132.9% |
| 5Y | +143.2% | -95.6% | +238.8% | +49.7% |
| All | +389.7% | -99.0% | +488.7% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling