-25.6%
MOS vs UVXY
-94.0%
+68.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -20.2% | +22.1% | 0.0% |
| 7D | +19.7% | -5.6% | +25.2% | +20.1% |
| 30D | +21.5% | +12.8% | +8.7% | +24.4% |
| 3M | -0.4% | -14.8% | +14.4% | -0.7% |
| 6M | +4.5% | -49.0% | +53.5% | 0.0% |
| YTD | -2.9% | -48.8% | +45.9% | -5.5% |
| 1Y | -7.7% | -66.4% | +58.7% | -13.4% |
| 3Y | -25.6% | -94.4% | +68.8% | -33.5% |
| All | -25.6% | -94.0% | +68.3% | -33.5% |
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