+502.4%
MTSI vs UVXY
-100.0%
+602.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -0.6% |
| 7D | +29.1% | -26.5% | +55.6% | +21.8% |
| 30D | -20.4% | +8.8% | -29.2% | -13.8% |
| 3M | -20.9% | -14.7% | -6.3% | -18.4% |
| 6M | -32.3% | -51.5% | +19.2% | -36.8% |
| YTD | +43.5% | -51.7% | +95.2% | +40.3% |
| 1Y | +43.8% | -65.7% | +109.5% | +32.0% |
| 3Y | +218.8% | -94.4% | +313.2% | +168.0% |
| 5Y | +228.3% | -99.5% | +327.9% | +105.4% |
| All | +502.4% | -100.0% | +602.4% | +127.4% |
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