-95.6%
VXX vs MOS
-4.4%
-91.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.2% |
| 7D | +1.6% | +1.7% | -0.1% | +2.3% |
| 30D | -9.5% | +11.7% | -21.1% | -4.5% |
| 3M | -27.3% | +23.2% | -50.5% | -18.9% |
| 6M | -43.3% | -1.6% | -41.7% | -42.1% |
| YTD | -30.9% | +10.8% | -41.7% | -24.6% |
| 1Y | -47.2% | -16.2% | -31.0% | -49.1% |
| 3Y | -78.5% | -24.2% | -54.3% | -77.4% |
| 5Y | -95.6% | -6.6% | -89.0% | -89.1% |
| All | -95.6% | -4.4% | -91.2% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling