+772.1%
MTSI vs VXX
-98.9%
+871.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.2% | -8.0% | -3.7% |
| 7D | +4.8% | +7.2% | -2.4% | +7.3% |
| 30D | -9.2% | -5.8% | -3.3% | -10.9% |
| 3M | -23.1% | -29.0% | +5.9% | -30.5% |
| 6M | +23.5% | -44.0% | +67.5% | +5.2% |
| YTD | +59.1% | -28.7% | +87.7% | +49.8% |
| 1Y | +106.9% | -45.2% | +152.0% | +82.4% |
| 3Y | +243.2% | -77.8% | +321.0% | +180.8% |
| 5Y | +324.5% | -95.6% | +420.2% | +132.2% |
| All | +772.1% | -98.9% | +871.0% | +357.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling