-88.4%
MSTU vs VXX
-62.3%
-26.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.2% | -10.0% | -3.5% |
| 7D | -22.0% | +7.2% | -29.2% | -15.8% |
| 30D | +60.3% | -5.8% | +66.1% | +55.3% |
| 3M | -3.7% | -29.0% | +25.3% | -26.4% |
| 6M | -45.2% | -44.0% | -1.2% | -64.2% |
| YTD | -64.3% | -28.7% | -35.6% | -67.1% |
| 1Y | -94.0% | -45.2% | -48.8% | -95.4% |
| All | -88.4% | -62.3% | -26.1% | -89.2% |
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