+1,919.1%
MA vs UVXY
-100.0%
+2,019.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.2% |
| 7D | -1.8% | -4.7% | +3.0% | -2.3% |
| 30D | +1.4% | -17.1% | +18.5% | -0.8% |
| 3M | +17.7% | -39.9% | +57.7% | +11.4% |
| 6M | +9.7% | -66.9% | +76.5% | -2.3% |
| YTD | +0.5% | -50.1% | +50.6% | -4.8% |
| 1Y | -2.1% | -68.3% | +66.2% | -11.1% |
| 3Y | +40.1% | -95.0% | +135.1% | +18.4% |
| 5Y | +67.5% | -99.7% | +167.2% | +15.2% |
| 10Y | +505.6% | -100.0% | +605.6% | +205.7% |
| All | +1,919.1% | -100.0% | +2,019.1% | +320.1% |
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