-99.0%
VXX vs MAS
+72.9%
-171.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | -0.6% |
| 7D | +1.6% | -2.2% | +3.8% | -0.7% |
| 30D | -9.5% | -6.7% | -2.7% | -15.8% |
| 3M | -27.3% | -3.7% | -23.6% | -28.8% |
| 6M | -43.3% | +9.0% | -52.3% | -34.5% |
| YTD | -30.9% | +10.8% | -41.7% | -17.1% |
| 1Y | -47.2% | -3.8% | -43.4% | -45.4% |
| 3Y | -78.5% | +30.0% | -108.5% | -61.7% |
| 5Y | -95.6% | +28.2% | -123.8% | -91.1% |
| All | -99.0% | +72.9% | -171.9% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling