-78.3%
VXX vs MAGS
+128.4%
-206.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -2.5% |
| 7D | +2.0% | +0.6% | +1.3% | +3.3% |
| 30D | -7.1% | +3.2% | -10.3% | -1.4% |
| 3M | -28.6% | +7.7% | -36.3% | -17.1% |
| 6M | -44.0% | +12.5% | -56.4% | -26.6% |
| YTD | -31.7% | +6.0% | -37.7% | -17.7% |
| 1Y | -46.3% | +14.4% | -60.7% | -23.1% |
| 3Y | -78.3% | +127.5% | -205.8% | +35.6% |
| All | -78.3% | +128.4% | -206.7% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling