-95.7%
VXX vs MOH
-19.7%
-76.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -3.9% |
| 7D | +2.0% | +1.7% | +0.3% | +2.3% |
| 30D | -7.1% | -0.9% | -6.2% | -7.2% |
| 3M | -28.6% | +5.7% | -34.3% | -27.5% |
| 6M | -44.0% | +39.1% | -83.1% | -39.6% |
| YTD | -31.7% | +17.7% | -49.4% | -28.4% |
| 1Y | -46.3% | +8.4% | -54.7% | -44.3% |
| 3Y | -78.3% | -36.6% | -41.7% | -79.7% |
| All | -95.7% | -19.7% | -76.0% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling