-56.4%
MSTR vs VXX
-51.1%
-5.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.1% |
| 7D | +12.2% | -3.5% | +15.7% | +10.4% |
| 30D | +45.2% | -13.6% | +58.8% | +35.3% |
| 3M | +10.4% | -24.6% | +35.0% | -2.1% |
| 6M | -2.5% | -39.9% | +37.4% | -19.5% |
| YTD | -6.0% | -33.1% | +27.0% | -16.9% |
| 1Y | -56.4% | -49.9% | -6.5% | -63.7% |
| All | -56.4% | -51.1% | -5.3% | -63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling