+894.1%
MSTR vs VXX
-99.0%
+993.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -3.9% |
| 7D | +9.3% | -3.0% | +12.3% | +8.3% |
| 30D | +36.5% | -11.5% | +48.0% | +31.4% |
| 3M | +7.3% | -27.3% | +34.7% | -2.2% |
| 6M | +2.2% | -49.6% | +51.8% | -16.0% |
| YTD | -10.2% | -32.0% | +21.9% | -16.0% |
| 1Y | -58.6% | -48.3% | -10.3% | -63.9% |
| 3Y | +283.2% | -78.9% | +362.0% | +229.0% |
| 5Y | +113.8% | -95.6% | +209.4% | +40.7% |
| All | +894.1% | -99.0% | +993.1% | +475.1% |
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