+287.2%
MSTR vs UVXY
-94.7%
+381.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -2.0% |
| 7D | +7.7% | +2.3% | +5.4% | +8.7% |
| 30D | +36.3% | -15.0% | +51.4% | +30.7% |
| 3M | +13.4% | -39.8% | +53.2% | +0.1% |
| 6M | -4.5% | -60.0% | +55.5% | -22.5% |
| YTD | -12.7% | -48.8% | +36.2% | -20.3% |
| 1Y | -59.6% | -67.3% | +7.7% | -66.3% |
| All | +287.2% | -94.7% | +381.9% | +212.7% |
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 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