+110.9%
MO vs UVXY
-100.0%
+210.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | -0.1% |
| 7D | +0.1% | +2.8% | -2.7% | +0.3% |
| 30D | +7.1% | -11.4% | +18.5% | +6.6% |
| 3M | -2.0% | -41.5% | +39.6% | -4.4% |
| 6M | +7.3% | -61.0% | +68.3% | +3.0% |
| YTD | +23.5% | -49.8% | +73.3% | +20.6% |
| 1Y | +11.0% | -66.4% | +77.4% | +6.7% |
| 3Y | +95.0% | -94.8% | +189.8% | +79.7% |
| 5Y | +100.6% | -99.7% | +200.3% | +62.5% |
| All | +110.9% | -100.0% | +210.9% | +44.1% |
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 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