+61.7%
MTSI vs UVXY
-70.8%
+132.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.1% | +13.1% | -5.2% |
| 7D | -10.7% | -6.3% | -4.4% | -11.6% |
| 30D | -29.0% | -2.7% | -26.3% | -28.0% |
| 3M | -14.7% | -29.9% | +15.2% | -20.5% |
| 6M | -20.1% | -56.5% | +36.4% | -31.6% |
| YTD | +36.1% | -54.8% | +90.9% | +20.5% |
| 1Y | +61.7% | -70.5% | +132.3% | +30.0% |
| All | +61.7% | -70.8% | +132.5% | +30.0% |
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