+514.9%
MKSI vs UVXY
-100.0%
+614.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.8% | +8.9% | +0.5% |
| 7D | +2.7% | +2.8% | -0.1% | +3.5% |
| 30D | -12.8% | -11.4% | -1.4% | -15.1% |
| 3M | -22.5% | -41.5% | +19.0% | -30.2% |
| 6M | +19.4% | -61.0% | +80.4% | +1.2% |
| YTD | +67.7% | -49.8% | +117.6% | +55.4% |
| 1Y | +131.4% | -66.4% | +197.8% | +101.9% |
| 3Y | +197.3% | -94.8% | +292.1% | +148.4% |
| 5Y | +87.0% | -99.7% | +186.7% | +10.1% |
| All | +514.9% | -100.0% | +614.9% | +146.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling