-2.2%
MA vs UVXY
-70.9%
+68.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -2.7% | -5.0% | +2.3% | -3.0% |
| 30D | +1.5% | -20.5% | +22.1% | 0.0% |
| 3M | +20.4% | -36.6% | +57.0% | +17.3% |
| 6M | +11.1% | -56.9% | +68.1% | +6.1% |
| YTD | +2.0% | -51.2% | +53.2% | -0.9% |
| 1Y | -2.2% | -69.8% | +67.6% | -8.8% |
| All | -2.2% | -70.9% | +68.7% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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