+104.6%
MSI vs UVXY
-99.7%
+204.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | -0.1% |
| 7D | -0.4% | +2.8% | -3.2% | -0.1% |
| 30D | -0.8% | -11.4% | +10.6% | -1.8% |
| 3M | +13.9% | -41.5% | +55.5% | +9.0% |
| 6M | +1.3% | -61.0% | +62.4% | -5.8% |
| YTD | +22.3% | -49.8% | +72.1% | +17.5% |
| 1Y | -3.9% | -66.4% | +62.6% | -10.2% |
| 3Y | +69.9% | -94.8% | +164.6% | +46.6% |
| All | +104.6% | -99.7% | +204.2% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling