+1,168.3%
MSTR vs UVXY
-100.0%
+1,268.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.3% |
| 7D | +12.2% | -5.0% | +17.2% | +11.4% |
| 30D | +45.2% | -20.5% | +65.7% | +39.9% |
| 3M | +10.4% | -36.6% | +47.0% | +3.9% |
| 6M | -2.5% | -56.9% | +54.4% | -11.7% |
| YTD | -6.0% | -51.2% | +45.2% | -11.3% |
| 1Y | -56.4% | -69.8% | +13.4% | -61.2% |
| 3Y | +306.3% | -95.1% | +401.3% | +258.2% |
| 5Y | +100.5% | -99.7% | +200.2% | +49.8% |
| 10Y | +741.1% | -100.0% | +841.1% | +341.8% |
| All | +1,168.3% | -100.0% | +1,268.3% | +108.7% |
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