-92.7%
MSTU vs UVXY
-70.9%
-21.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.8% | -2.7% |
| 7D | +21.3% | -5.0% | +26.3% | +18.4% |
| 30D | +90.8% | -20.5% | +111.4% | +66.8% |
| 3M | -6.8% | -36.6% | +29.8% | -24.7% |
| 6M | -39.8% | -56.9% | +17.1% | -57.0% |
| YTD | -55.7% | -51.2% | -4.5% | -63.1% |
| 1Y | -92.7% | -69.8% | -22.9% | -94.5% |
| All | -92.7% | -70.9% | -21.8% | -94.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling