-48.3%
VXX vs MAS
-4.8%
-43.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +0.1% |
| 7D | -3.0% | +1.0% | -4.0% | -2.4% |
| 30D | -11.5% | -8.1% | -3.4% | -15.6% |
| 3M | -27.3% | +3.3% | -30.7% | -24.2% |
| 6M | -49.6% | +12.4% | -62.0% | -41.6% |
| YTD | -32.0% | +13.3% | -45.3% | -19.2% |
| 1Y | -48.3% | -4.7% | -43.6% | -40.8% |
| All | -48.3% | -4.8% | -43.5% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling