-51.1%
VXX vs MAGS
+5.9%
-57.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.2% | -11.9% | -5.9% |
| 7D | -4.1% | -1.4% | -2.7% | -5.6% |
| 30D | -0.8% | -4.4% | +3.6% | -6.4% |
| 3M | -19.8% | +1.9% | -21.7% | -15.9% |
| 6M | -40.5% | +4.9% | -45.4% | -33.1% |
| YTD | -35.5% | +6.5% | -42.1% | -19.8% |
| 1Y | -51.1% | +6.3% | -57.4% | -38.5% |
| All | -51.1% | +5.9% | -57.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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