-4.2%
MOS vs UVXY
-99.7%
+95.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +2.9% |
| 7D | +7.1% | -4.7% | +11.8% | +6.5% |
| 30D | +15.0% | -17.1% | +32.1% | +12.5% |
| 3M | +24.1% | -39.9% | +64.0% | +17.5% |
| 6M | +2.7% | -66.9% | +69.6% | -8.1% |
| YTD | +12.2% | -50.1% | +62.3% | +6.5% |
| 1Y | -16.3% | -68.3% | +52.0% | -23.7% |
| 3Y | -23.3% | -95.0% | +71.7% | -35.7% |
| 5Y | -4.2% | -99.7% | +95.5% | -40.1% |
| All | -4.2% | -99.7% | +95.5% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling