+395.1%
MS vs VXX
-99.0%
+494.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +0.3% | -24.6% | +24.9% | -5.9% |
| 6M | +31.3% | -39.9% | +71.2% | +18.0% |
| YTD | +24.7% | -33.1% | +57.7% | +16.5% |
| 1Y | +47.9% | -49.9% | +97.8% | +30.0% |
| 3Y | +178.3% | -79.1% | +257.5% | +131.4% |
| 5Y | +144.9% | -95.6% | +240.5% | +51.3% |
| All | +395.1% | -99.0% | +494.1% | +180.7% |
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