-63.8%
VXX vs MSTZ
-99.1%
+35.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -3.7% |
| 7D | +2.0% | +17.0% | -15.1% | -0.6% |
| 30D | -7.1% | -61.8% | +54.7% | +4.7% |
| 3M | -28.6% | -54.6% | +25.9% | -24.3% |
| 6M | -44.0% | -59.3% | +15.3% | -41.3% |
| YTD | -31.7% | -74.6% | +42.8% | -28.0% |
| 1Y | -46.3% | -18.8% | -27.5% | -55.5% |
| All | -63.8% | -99.1% | +35.4% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 all: compounded portfolio wealth divided by compounded MSTZ 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…
all analysis · Full analysis span regression · 6 months rolling