+645.5%
MSTR vs UVXY
-100.0%
+745.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.2% | -8.3% | -2.0% |
| 7D | -11.2% | +11.0% | -22.3% | -9.1% |
| 30D | +33.8% | -8.8% | +42.6% | +31.9% |
| 3M | +11.5% | -41.9% | +53.4% | +1.2% |
| 6M | -7.2% | -61.2% | +54.0% | -20.4% |
| YTD | -15.4% | -46.2% | +30.8% | -19.5% |
| 1Y | -60.6% | -65.2% | +4.6% | -64.8% |
| 3Y | +260.8% | -94.6% | +355.4% | +212.3% |
| 5Y | +108.8% | -99.7% | +208.5% | +44.1% |
| All | +645.5% | -100.0% | +745.5% | +315.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling