-98.9%
VXX vs MOS
+8.3%
-107.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.4% | +1.8% |
| 7D | +7.2% | +0.5% | +6.7% | +7.5% |
| 30D | -5.8% | +10.9% | -16.7% | +0.6% |
| 3M | -29.0% | +29.2% | -58.3% | -15.7% |
| 6M | -44.0% | -2.3% | -41.7% | -43.0% |
| YTD | -28.7% | +8.3% | -37.0% | -21.9% |
| 1Y | -45.2% | -21.2% | -24.0% | -50.1% |
| 3Y | -77.8% | -25.9% | -51.9% | -77.9% |
| 5Y | -95.6% | -9.4% | -86.3% | -93.7% |
| All | -98.9% | +8.3% | -107.3% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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