-23.3%
MOS vs UVXY
-95.5%
+72.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.5% |
| 7D | +9.5% | -5.0% | +14.5% | +9.0% |
| 30D | +10.4% | -20.5% | +31.0% | +8.1% |
| 3M | +12.9% | -36.6% | +49.5% | +8.8% |
| 6M | +1.2% | -56.9% | +58.2% | -4.7% |
| YTD | +9.3% | -51.2% | +60.5% | +4.7% |
| 1Y | -18.0% | -69.8% | +51.8% | -24.0% |
| All | -23.3% | -95.5% | +72.2% | -31.3% |
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