+785.5%
MRSH vs UVXY
-100.0%
+885.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -0.8% |
| 7D | -4.8% | +2.8% | -7.5% | -4.5% |
| 30D | -6.3% | -11.4% | +5.0% | -7.2% |
| 3M | +5.8% | -41.5% | +47.3% | +1.5% |
| 6M | +2.8% | -61.0% | +63.8% | -4.0% |
| YTD | -3.1% | -49.8% | +46.7% | -6.8% |
| 1Y | -11.3% | -66.4% | +55.2% | -16.7% |
| 3Y | -5.0% | -94.8% | +89.8% | -15.8% |
| 5Y | +19.2% | -99.7% | +118.9% | -10.1% |
| 10Y | +217.4% | -100.0% | +317.4% | +81.7% |
| All | +785.5% | -100.0% | +885.5% | +163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling