+127.5%
MAGS vs UVXY
-94.8%
+222.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.8% | +7.8% | -0.1% |
| 7D | +0.6% | +2.8% | -2.1% | +1.2% |
| 30D | +3.2% | -11.4% | +14.6% | +1.3% |
| 3M | +7.7% | -41.5% | +49.2% | -0.6% |
| 6M | +12.5% | -61.0% | +73.5% | -1.1% |
| YTD | +6.0% | -49.8% | +55.8% | -0.8% |
| 1Y | +14.4% | -66.4% | +80.8% | +2.0% |
| 3Y | +127.5% | -94.8% | +222.3% | +91.1% |
| All | +127.5% | -94.8% | +222.3% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling