-73.2%
VXX vs MAS
+58.1%
-131.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -2.9% |
| 7D | +14.3% | +2.0% | +12.3% | +17.5% |
| 30D | +29.9% | +19.4% | +10.5% | +53.8% |
| 3M | +8.5% | +9.4% | -0.9% | +19.2% |
| 6M | -21.8% | +15.3% | -37.1% | -7.5% |
| YTD | -17.1% | +31.3% | -48.4% | +18.6% |
| 1Y | -37.3% | +34.9% | -72.1% | -7.0% |
| 3Y | -73.2% | +58.6% | -131.8% | -58.1% |
| All | -73.2% | +58.1% | -131.3% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling