+581.1%
MTSI vs UVXY
-100.0%
+681.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +4.7% |
| 7D | +11.1% | +2.3% | +8.8% | +11.6% |
| 30D | -3.7% | -15.0% | +11.4% | -6.9% |
| 3M | -20.2% | -39.8% | +19.6% | -27.2% |
| 6M | +30.8% | -60.0% | +90.9% | +12.4% |
| YTD | +67.0% | -48.8% | +115.9% | +55.3% |
| 1Y | +120.4% | -67.3% | +187.7% | +91.8% |
| 3Y | +260.4% | -94.8% | +355.2% | +187.4% |
| 5Y | +356.3% | -99.7% | +455.9% | +156.2% |
| 10Y | +581.1% | -100.0% | +681.1% | +171.4% |
| All | +581.1% | -100.0% | +681.1% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling