+853.7%
MSTR vs VXX
-99.0%
+952.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +0.3% |
| 7D | -8.3% | +2.0% | -10.3% | -7.5% |
| 30D | +38.1% | -7.1% | +45.2% | +35.4% |
| 3M | +9.0% | -28.6% | +37.6% | -1.4% |
| 6M | -5.3% | -44.0% | +38.7% | -19.4% |
| YTD | -13.8% | -31.7% | +17.9% | -19.2% |
| 1Y | -59.8% | -46.3% | -13.5% | -64.5% |
| 3Y | +282.2% | -78.3% | +360.5% | +231.6% |
| 5Y | +112.8% | -95.8% | +208.6% | +38.6% |
| All | +853.7% | -99.0% | +952.7% | +453.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling