-99.0%
VXX vs MAS
+81.2%
-180.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +2.5% |
| 7D | -3.5% | -0.8% | -2.7% | -4.2% |
| 30D | -13.6% | -5.6% | -8.0% | -18.7% |
| 3M | -24.6% | +4.4% | -29.0% | -19.5% |
| 6M | -39.9% | +7.2% | -47.1% | -31.4% |
| YTD | -33.1% | +16.1% | -49.2% | -15.7% |
| 1Y | -49.9% | +0.1% | -50.0% | -46.1% |
| 3Y | -79.1% | +28.3% | -107.4% | -63.5% |
| 5Y | -95.6% | +30.5% | -126.0% | -90.9% |
| All | -99.0% | +81.2% | -180.2% | -97.1% |
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 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