+773.9%
MS vs UVXY
-100.0%
+873.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -0.4% |
| 7D | -2.1% | +11.0% | -13.1% | -0.3% |
| 30D | -1.1% | -8.8% | +7.7% | -2.4% |
| 3M | +3.5% | -41.9% | +45.4% | -4.3% |
| 6M | +33.7% | -61.2% | +94.9% | +18.0% |
| YTD | +21.8% | -46.2% | +68.0% | +15.7% |
| 1Y | +41.1% | -65.2% | +106.3% | +27.3% |
| 3Y | +174.5% | -94.6% | +269.1% | +130.3% |
| 5Y | +140.7% | -99.7% | +240.3% | +52.6% |
| All | +773.9% | -100.0% | +873.9% | +273.9% |
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