+103.9%
MTSI vs VXX
-51.1%
+155.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.7% |
| 7D | +1.4% | -3.5% | +4.9% | -0.1% |
| 30D | +2.1% | -13.6% | +15.7% | -3.7% |
| 3M | -29.7% | -24.6% | -5.1% | -36.0% |
| 6M | +12.5% | -39.9% | +52.4% | -3.2% |
| YTD | +57.0% | -33.1% | +90.1% | +40.7% |
| 1Y | +103.9% | -49.9% | +153.8% | +70.6% |
| All | +103.9% | -51.1% | +155.0% | +70.6% |
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