+1,841.3%
MS vs UVXY
-100.0%
+1,941.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.1% | +10.7% | +0.1% |
| 7D | -1.7% | +2.3% | -4.1% | +0.6% |
| 30D | +0.9% | +4.0% | -3.1% | +4.4% |
| 3M | -10.8% | -21.6% | +10.7% | -11.6% |
| 6M | +0.9% | -55.1% | +56.0% | -7.4% |
| YTD | +9.8% | -53.7% | +63.5% | +4.9% |
| 1Y | +17.1% | -66.7% | +83.8% | +6.7% |
| 3Y | +175.7% | -94.6% | +270.3% | +133.5% |
| 5Y | +125.9% | -99.6% | +225.4% | +52.1% |
| 10Y | +556.2% | -100.0% | +656.2% | +172.9% |
| All | +1,841.3% | -100.0% | +1,941.3% | +57.6% |
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