+2,242.1%
MA vs UVXY
-100.0%
+2,342.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.8% |
| 7D | +1.3% | -22.1% | +23.4% | -1.4% |
| 30D | +9.6% | +8.2% | +1.4% | +12.6% |
| 3M | +16.8% | -12.3% | +29.1% | +17.2% |
| 6M | +35.2% | -51.0% | +86.2% | +27.2% |
| YTD | +16.6% | -49.9% | +66.5% | +12.5% |
| 1Y | +19.8% | -67.7% | +87.5% | +9.9% |
| 3Y | +70.7% | -94.1% | +164.8% | +47.8% |
| 5Y | +87.4% | -99.5% | +186.9% | +36.2% |
| 10Y | +570.0% | -100.0% | +670.0% | +245.3% |
| All | +2,242.1% | -100.0% | +2,342.1% | +396.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling