+275.2%
MSTR vs VXX
-77.4%
+352.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.3% | -1.7% |
| 7D | -11.2% | +7.2% | -18.4% | -8.3% |
| 30D | +33.8% | -5.8% | +39.6% | +31.2% |
| 3M | +11.5% | -29.0% | +40.5% | -2.1% |
| 6M | -7.2% | -44.0% | +36.8% | -24.5% |
| YTD | -15.4% | -28.7% | +13.3% | -20.9% |
| 1Y | -60.6% | -45.2% | -15.4% | -66.1% |
| All | +275.2% | -77.4% | +352.6% | +219.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling