-98.9%
VXX vs MOS
-6.5%
-92.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.7% |
| 7D | -14.7% | -2.0% | -12.7% | -15.5% |
| 30D | +8.9% | +15.3% | -6.4% | +20.0% |
| 3M | -4.5% | +1.5% | -6.0% | -2.1% |
| 6M | -34.0% | -2.0% | -32.0% | -32.6% |
| YTD | -29.2% | -6.5% | -22.7% | -28.3% |
| 1Y | -46.8% | -11.1% | -35.8% | -47.5% |
| 3Y | -76.2% | -30.3% | -46.0% | -77.0% |
| 5Y | -94.3% | -33.5% | -60.7% | -93.3% |
| All | -98.9% | -6.5% | -92.4% | -96.9% |
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