+103.9%
MTSI vs UVXY
-70.9%
+174.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.6% |
| 7D | +1.4% | -5.0% | +6.4% | 0.0% |
| 30D | +2.1% | -20.5% | +22.6% | -3.8% |
| 3M | -29.7% | -36.6% | +6.8% | -36.1% |
| 6M | +12.5% | -56.9% | +69.4% | -3.2% |
| YTD | +57.0% | -51.2% | +108.2% | +40.1% |
| 1Y | +103.9% | -69.8% | +173.7% | +70.3% |
| All | +103.9% | -70.9% | +174.8% | +70.3% |
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