+107.9%
MTSI vs VXX
-44.3%
+152.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.2% | -8.0% | -3.5% |
| 7D | +4.8% | +7.2% | -2.4% | +7.8% |
| 30D | -9.2% | -5.8% | -3.3% | -11.3% |
| 3M | -23.1% | -29.0% | +5.9% | -31.6% |
| 6M | +23.5% | -44.0% | +67.5% | +3.1% |
| YTD | +59.1% | -28.7% | +87.7% | +46.4% |
| All | +107.9% | -44.3% | +152.2% | +83.1% |
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