+779.6%
MTSI vs VXX
-99.0%
+878.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.7% |
| 7D | +4.9% | -3.0% | +7.9% | +3.8% |
| 30D | -11.6% | -11.5% | -0.1% | -15.1% |
| 3M | -24.1% | -27.3% | +3.3% | -30.8% |
| 6M | +32.4% | -49.6% | +82.0% | +9.1% |
| YTD | +60.4% | -32.0% | +92.5% | +48.5% |
| 1Y | +111.0% | -48.3% | +159.3% | +82.3% |
| 3Y | +246.1% | -78.9% | +325.0% | +178.5% |
| 5Y | +340.3% | -95.6% | +435.9% | +141.9% |
| All | +779.6% | -99.0% | +878.6% | +354.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling