-98.8%
VXX vs MAS
+105.7%
-204.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -2.8% |
| 7D | +14.3% | +2.4% | +11.9% | +18.6% |
| 30D | +29.9% | +19.8% | +10.0% | +59.0% |
| 3M | +8.5% | +9.8% | -1.3% | +21.7% |
| 6M | -21.8% | +15.8% | -37.6% | -5.2% |
| YTD | -17.1% | +31.8% | -48.9% | +21.3% |
| 1Y | -37.3% | +35.4% | -72.6% | -5.0% |
| 3Y | -73.2% | +59.2% | -132.4% | -41.1% |
| 5Y | -93.4% | +41.2% | -134.7% | -85.4% |
| All | -98.8% | +105.7% | -204.4% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling