+2,423.6%
MSFT vs UVXY
-100.0%
+2,523.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.4% | -0.9% |
| 7D | -1.4% | -4.7% | +3.3% | -2.0% |
| 30D | -1.0% | -17.1% | +16.0% | -3.1% |
| 3M | +20.2% | -39.9% | +60.1% | +14.0% |
| 6M | +21.3% | -66.9% | +88.1% | +8.7% |
| YTD | +2.8% | -50.1% | +52.9% | -2.2% |
| 1Y | 0.0% | -68.3% | +68.3% | -8.8% |
| 3Y | +51.2% | -95.0% | +146.2% | +29.9% |
| 5Y | +71.4% | -99.7% | +171.1% | +21.7% |
| 10Y | +868.6% | -100.0% | +968.6% | +422.3% |
| All | +2,423.6% | -100.0% | +2,523.6% | +618.9% |
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