+780.0%
MTSI vs VXX
-99.0%
+878.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | -0.6% |
| 7D | +2.2% | +2.0% | +0.2% | +3.0% |
| 30D | -11.5% | -7.1% | -4.4% | -13.6% |
| 3M | -26.6% | -28.6% | +2.0% | -33.6% |
| 6M | +23.5% | -44.0% | +67.5% | +5.2% |
| YTD | +60.5% | -31.7% | +92.2% | +48.9% |
| 1Y | +109.7% | -46.3% | +156.1% | +83.6% |
| 3Y | +247.8% | -78.3% | +326.1% | +182.9% |
| 5Y | +328.4% | -95.8% | +424.2% | +130.9% |
| All | +780.0% | -99.0% | +878.9% | +355.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling