-99.0%
VXX vs MOH
+121.4%
-220.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -3.5% |
| 7D | +2.0% | +1.7% | +0.3% | +2.7% |
| 30D | -7.1% | -0.9% | -6.2% | -7.4% |
| 3M | -28.6% | +5.7% | -34.3% | -26.3% |
| 6M | -44.0% | +39.1% | -83.1% | -34.5% |
| YTD | -31.7% | +17.7% | -49.4% | -25.0% |
| 1Y | -46.3% | +8.4% | -54.7% | -42.6% |
| 3Y | -78.3% | -36.6% | -41.7% | -81.4% |
| 5Y | -95.8% | -19.1% | -76.7% | -95.3% |
| All | -99.0% | +121.4% | -220.4% | -96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling