-1.1%
MSI vs UVXY
-70.9%
+69.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -3.7% | -5.0% | +1.3% | -3.9% |
| 30D | +6.8% | -20.5% | +27.4% | +5.9% |
| 3M | +14.3% | -36.6% | +50.9% | +12.7% |
| 6M | -1.6% | -56.9% | +55.3% | -4.1% |
| YTD | +22.8% | -51.2% | +74.0% | +20.4% |
| 1Y | -1.1% | -69.8% | +68.7% | -6.4% |
| All | -1.1% | -70.9% | +69.8% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling