-98.9%
VXX vs MAS
+112.1%
-211.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -1.9% |
| 7D | +0.3% | +3.6% | -3.3% | +6.3% |
| 30D | +11.4% | +23.8% | -12.4% | +42.2% |
| 3M | -6.3% | +14.4% | -20.8% | +10.5% |
| 6M | -32.5% | +19.7% | -52.3% | -14.6% |
| YTD | -28.5% | +36.0% | -64.4% | +8.8% |
| 1Y | -42.4% | +40.4% | -82.7% | -8.6% |
| 3Y | -76.3% | +58.9% | -135.2% | -47.7% |
| 5Y | -94.5% | +44.5% | -139.1% | -87.5% |
| All | -98.9% | +112.1% | -211.1% | -96.3% |
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