-87.5%
MSTU vs UVXY
-85.5%
-2.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.5% | -7.9% | -3.7% |
| 7D | +12.9% | +2.3% | +10.6% | +15.6% |
| 30D | +68.3% | -15.0% | +83.4% | +54.8% |
| 3M | +0.4% | -39.8% | +40.2% | -22.4% |
| 6M | -41.5% | -60.0% | +18.5% | -61.9% |
| YTD | -61.7% | -48.8% | -12.9% | -66.6% |
| 1Y | -93.7% | -67.3% | -26.4% | -95.4% |
| All | -87.5% | -85.5% | -2.0% | -89.5% |
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 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