-34.0%
VXX vs MOS
-1.5%
-32.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.5% |
| 7D | -14.7% | -2.0% | -12.7% | -15.0% |
| 30D | +8.9% | +15.3% | -6.4% | +14.5% |
| 3M | -4.5% | +1.5% | -6.0% | -2.6% |
| 6M | -34.0% | -2.0% | -32.0% | -33.1% |
| All | -34.0% | -1.5% | -32.5% | -33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling