-45.2%
VXX vs MOS
-18.2%
-26.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.4% | +2.5% |
| 7D | +7.2% | +0.5% | +6.7% | +7.3% |
| 30D | -5.8% | +10.9% | -16.7% | -2.6% |
| 3M | -29.0% | +29.2% | -58.3% | -22.2% |
| 6M | -44.0% | -2.3% | -41.7% | -42.2% |
| YTD | -28.7% | +8.3% | -37.0% | -21.6% |
| 1Y | -45.2% | -21.2% | -24.0% | -52.3% |
| All | -45.2% | -18.2% | -26.9% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling