-88.0%
MSTU vs VXX
-63.9%
-24.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.3% | +7.9% | -0.9% |
| 7D | -16.6% | +2.0% | -18.6% | -14.4% |
| 30D | +69.7% | -7.1% | +76.8% | +62.4% |
| 3M | -7.5% | -28.6% | +21.2% | -29.2% |
| 6M | -43.1% | -44.0% | +0.9% | -62.8% |
| YTD | -63.0% | -31.7% | -31.3% | -67.3% |
| 1Y | -93.8% | -46.3% | -47.4% | -95.3% |
| All | -88.0% | -63.9% | -24.0% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling