-87.2%
MSTU vs VXX
-51.0%
-36.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -9.6% | +20.0% | -1.0% |
| 7D | -4.8% | -4.1% | -0.7% | -6.6% |
| 30D | -29.6% | -0.8% | -28.7% | -25.5% |
| 3M | +69.4% | -19.8% | +89.2% | +47.5% |
| 6M | -62.2% | -40.5% | -21.8% | -74.1% |
| YTD | -61.1% | -35.5% | -25.5% | -66.8% |
| 1Y | -87.2% | -51.1% | -36.1% | -90.9% |
| All | -87.2% | -51.0% | -36.1% | -90.9% |
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