+70.7%
MSFU vs VXX
-94.1%
+164.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.3% |
| 7D | -2.3% | +1.6% | -3.9% | -1.8% |
| 30D | -6.3% | -9.5% | +3.2% | -9.0% |
| 3M | +40.0% | -27.3% | +67.2% | +28.3% |
| 6M | +30.1% | -43.3% | +73.4% | +12.4% |
| YTD | -10.3% | -30.9% | +20.5% | -16.4% |
| 1Y | -19.0% | -47.2% | +28.1% | -29.3% |
| 3Y | +25.8% | -78.5% | +104.3% | +3.9% |
| All | +70.7% | -94.1% | +164.8% | -17.8% |
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 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