+1,805.6%
MS vs UVXY
-100.0%
+1,905.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -20.2% | +23.4% | -0.2% |
| 7D | +0.7% | -5.6% | +6.3% | +2.0% |
| 30D | -0.9% | +12.8% | -13.7% | +3.8% |
| 3M | -13.0% | -14.8% | +1.9% | -12.6% |
| 6M | -2.0% | -49.0% | +47.0% | -8.3% |
| YTD | +7.8% | -48.8% | +56.5% | +4.6% |
| 1Y | +17.9% | -66.4% | +84.3% | +7.6% |
| 3Y | +174.8% | -94.4% | +269.2% | +134.0% |
| 5Y | +119.9% | -99.5% | +219.4% | +50.4% |
| 10Y | +578.8% | -100.0% | +678.8% | +186.8% |
| All | +1,805.6% | -100.0% | +1,905.6% | +57.2% |
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