-92.7%
MSTU vs VXX
-51.1%
-41.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -2.5% |
| 7D | +21.3% | -3.5% | +24.8% | +18.2% |
| 30D | +90.8% | -13.6% | +104.4% | +67.5% |
| 3M | -6.8% | -24.6% | +17.8% | -24.2% |
| 6M | -39.8% | -39.9% | 0.0% | -56.9% |
| YTD | -55.7% | -33.1% | -22.6% | -62.7% |
| 1Y | -92.7% | -49.9% | -42.7% | -94.4% |
| All | -92.7% | -51.1% | -41.6% | -94.4% |
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