-78.0%
VXX vs MOS
-24.6%
-53.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.1% |
| 7D | +1.6% | +1.7% | -0.1% | +2.3% |
| 30D | -9.5% | +11.7% | -21.1% | -4.3% |
| 3M | -27.3% | +23.2% | -50.5% | -18.4% |
| 6M | -43.3% | -1.6% | -41.7% | -42.1% |
| YTD | -30.9% | +10.8% | -41.7% | -23.7% |
| 1Y | -47.2% | -16.2% | -31.0% | -50.1% |
| All | -78.0% | -24.6% | -53.4% | -75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling