+69.1%
MSI vs UVXY
-94.4%
+163.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +1.2% |
| 7D | -1.8% | +11.0% | -12.8% | -1.2% |
| 30D | -0.6% | -8.8% | +8.1% | -1.1% |
| 3M | +13.0% | -41.9% | +54.9% | +9.8% |
| 6M | +0.5% | -61.2% | +61.7% | -4.1% |
| YTD | +21.7% | -46.2% | +67.9% | +19.2% |
| 1Y | -2.6% | -65.2% | +62.6% | -6.6% |
| All | +69.1% | -94.4% | +163.5% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling