+891.4%
MSTR vs UVXY
-100.0%
+991.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -1.8% |
| 7D | -13.4% | -22.1% | +8.6% | -16.9% |
| 30D | -22.1% | +8.2% | -30.3% | -18.0% |
| 3M | +15.0% | -12.3% | +27.3% | +17.3% |
| 6M | -37.3% | -51.0% | +13.7% | -41.2% |
| YTD | -26.5% | -49.9% | +23.4% | -27.5% |
| 1Y | -46.5% | -67.7% | +21.3% | -50.8% |
| 3Y | +121.1% | -94.1% | +215.2% | +104.4% |
| 5Y | +37.5% | -99.5% | +137.0% | +10.5% |
| 10Y | +467.3% | -100.0% | +567.3% | +215.4% |
| All | +891.4% | -100.0% | +991.4% | +70.6% |
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 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