+42.9%
MS vs UVXY
-66.6%
+109.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | 0.0% |
| 7D | +1.7% | +2.3% | -0.6% | +2.1% |
| 30D | 0.0% | -15.0% | +15.0% | -2.6% |
| 3M | +3.0% | -39.8% | +42.8% | -4.6% |
| 6M | +35.7% | -60.0% | +95.7% | +19.6% |
| YTD | +23.3% | -48.8% | +72.1% | +16.7% |
| All | +42.9% | -66.6% | +109.5% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling