+262.0%
MTSI vs VXX
-78.1%
+340.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +4.7% |
| 7D | +11.1% | +1.6% | +9.5% | +11.6% |
| 30D | -3.7% | -9.5% | +5.8% | -6.6% |
| 3M | -20.2% | -27.3% | +7.1% | -26.7% |
| 6M | +30.8% | -43.3% | +74.1% | +13.5% |
| YTD | +67.0% | -30.9% | +97.9% | +56.2% |
| 1Y | +120.4% | -47.2% | +167.6% | +94.4% |
| All | +262.0% | -78.1% | +340.2% | +216.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling