-88.0%
MSTU vs UVXY
-85.8%
-2.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.8% | +10.4% | -1.1% |
| 7D | -16.6% | +2.8% | -19.4% | -14.4% |
| 30D | +69.7% | -11.4% | +81.1% | +61.4% |
| 3M | -7.5% | -41.5% | +34.0% | -30.0% |
| 6M | -43.1% | -61.0% | +17.9% | -63.5% |
| YTD | -63.0% | -49.8% | -13.2% | -68.0% |
| 1Y | -93.8% | -66.4% | -27.3% | -95.4% |
| All | -88.0% | -85.8% | -2.1% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling