+642.8%
MTSI vs VXX
-98.9%
+741.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.3% | -7.9% | -4.8% |
| 7D | +10.0% | -14.7% | +24.7% | +5.0% |
| 30D | -20.3% | +8.9% | -29.2% | -13.7% |
| 3M | -24.4% | -4.5% | -19.9% | -21.3% |
| 6M | -39.2% | -34.0% | -5.2% | -43.0% |
| YTD | +35.5% | -29.2% | +64.7% | +34.5% |
| 1Y | +43.0% | -46.8% | +89.9% | +29.8% |
| 3Y | +196.3% | -76.2% | +272.5% | +157.8% |
| 5Y | +210.0% | -94.3% | +304.3% | +95.2% |
| All | +642.8% | -98.9% | +741.8% | +310.9% |
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