+878.4%
MSFT vs UVXY
-100.0%
+978.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | -0.3% |
| 7D | -0.8% | +2.8% | -3.6% | -0.4% |
| 30D | +0.8% | -11.4% | +12.2% | -0.7% |
| 3M | +27.2% | -41.5% | +68.7% | +19.2% |
| 6M | +22.9% | -61.0% | +84.0% | +10.5% |
| YTD | +3.1% | -49.8% | +53.0% | -2.6% |
| 1Y | -0.3% | -66.4% | +66.2% | -9.6% |
| 3Y | +50.1% | -94.8% | +144.9% | +25.7% |
| 5Y | +74.6% | -99.7% | +174.3% | +13.2% |
| All | +878.4% | -100.0% | +978.4% | +363.4% |
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