-2.7%
MA vs UVXY
-66.8%
+64.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | +0.2% |
| 7D | -1.7% | +2.8% | -4.5% | -1.5% |
| 30D | +1.7% | -11.4% | +13.1% | +1.0% |
| 3M | +17.2% | -41.5% | +58.7% | +13.4% |
| 6M | +13.3% | -61.0% | +74.4% | +6.9% |
| YTD | +0.2% | -49.8% | +50.0% | -2.4% |
| 1Y | -2.7% | -66.4% | +63.7% | -8.2% |
| All | -2.7% | -66.8% | +64.1% | -8.2% |
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