+179.1%
MS vs UVXY
-95.1%
+274.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.3% |
| 7D | +2.5% | -4.7% | +7.2% | +1.7% |
| 30D | 0.0% | -17.1% | +17.0% | -2.9% |
| 3M | +2.4% | -39.9% | +42.4% | -4.6% |
| 6M | +36.4% | -66.9% | +103.2% | +17.8% |
| YTD | +23.8% | -50.1% | +73.9% | +16.3% |
| 1Y | +48.6% | -68.3% | +116.9% | +32.5% |
| 3Y | +179.1% | -95.0% | +274.1% | +133.3% |
| All | +179.1% | -95.1% | +274.2% | +133.3% |
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 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