-34.0%
VXX vs MOH
+43.5%
-77.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -4.3% | +34.4% | +29.6% |
| 7D | +27.5% | +8.9% | +18.6% | +28.0% |
| 30D | +32.5% | +11.0% | +21.5% | +33.1% |
| 3M | +8.2% | +11.0% | -2.8% | +8.7% |
| 6M | -22.7% | +12.7% | -35.4% | -22.4% |
| YTD | -16.1% | +24.8% | -41.0% | -15.2% |
| 1Y | -34.0% | +44.7% | -78.7% | -30.3% |
| All | -34.0% | +43.5% | -77.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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