+503.0%
MA vs UVXY
-100.0%
+603.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | -0.2% |
| 7D | -1.7% | +2.8% | -4.5% | -1.3% |
| 30D | +1.7% | -11.4% | +13.1% | +0.2% |
| 3M | +17.2% | -41.5% | +58.7% | +9.9% |
| 6M | +13.3% | -61.0% | +74.4% | +2.0% |
| YTD | +0.2% | -49.8% | +50.0% | -5.4% |
| 1Y | -2.7% | -66.4% | +63.7% | -11.7% |
| 3Y | +39.1% | -94.8% | +133.8% | +15.8% |
| 5Y | +68.8% | -99.7% | +168.5% | +8.3% |
| All | +503.0% | -100.0% | +603.0% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling