-95.7%
VXX vs MAS
+32.0%
-127.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +2.2% |
| 7D | -3.5% | -0.8% | -2.7% | -4.1% |
| 30D | -13.6% | -5.6% | -8.0% | -17.9% |
| 3M | -24.6% | +4.4% | -29.0% | -20.0% |
| 6M | -39.9% | +7.2% | -47.1% | -32.1% |
| YTD | -33.1% | +16.1% | -49.2% | -17.3% |
| 1Y | -49.9% | +0.1% | -50.0% | -46.1% |
| 3Y | -79.1% | +28.3% | -107.4% | -66.0% |
| All | -95.7% | +32.0% | -127.7% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling