+72.2%
MSFU vs UVXY
-99.3%
+171.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -1.8% |
| 7D | -3.2% | -4.7% | +1.6% | -4.1% |
| 30D | -3.1% | -17.1% | +13.9% | -6.8% |
| 3M | +35.3% | -39.9% | +75.2% | +23.6% |
| 6M | +31.6% | -66.9% | +98.4% | +9.1% |
| YTD | -9.5% | -50.1% | +40.6% | -16.6% |
| 1Y | -18.4% | -68.3% | +49.9% | -30.0% |
| 3Y | +26.9% | -95.0% | +121.9% | +0.6% |
| All | +72.2% | -99.3% | +171.6% | -22.9% |
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