+1,304.1%
MSI vs UVXY
-100.0%
+1,404.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -0.9% |
| 7D | -5.8% | -4.7% | -1.0% | -6.1% |
| 30D | -1.0% | -17.1% | +16.1% | -2.5% |
| 3M | +14.2% | -39.9% | +54.1% | +9.7% |
| 6M | +1.0% | -66.9% | +67.9% | -6.9% |
| YTD | +21.5% | -50.1% | +71.6% | +16.8% |
| 1Y | -2.1% | -68.3% | +66.2% | -8.7% |
| 3Y | +69.3% | -95.0% | +164.3% | +49.9% |
| 5Y | +99.3% | -99.7% | +199.0% | +52.4% |
| 10Y | +595.0% | -100.0% | +695.0% | +320.8% |
| All | +1,304.1% | -100.0% | +1,404.1% | +369.7% |
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