+6.3%
MAGS vs UVXY
-70.8%
+77.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -14.1% | +16.4% | -0.3% |
| 7D | -1.4% | -6.3% | +4.9% | -2.1% |
| 30D | -4.4% | -2.7% | -1.7% | -4.0% |
| 3M | +1.9% | -29.9% | +31.9% | -3.2% |
| 6M | +4.9% | -56.5% | +61.4% | -6.5% |
| YTD | +6.5% | -54.8% | +61.4% | -1.1% |
| 1Y | +6.3% | -70.5% | +76.8% | -9.1% |
| All | +6.3% | -70.8% | +77.1% | -9.1% |
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 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