+246.1%
MTSI vs UVXY
-95.1%
+341.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +2.7% |
| 7D | +4.9% | -4.7% | +9.6% | +3.8% |
| 30D | -11.6% | -17.1% | +5.5% | -14.9% |
| 3M | -24.1% | -39.9% | +15.9% | -30.4% |
| 6M | +32.4% | -66.9% | +99.3% | +10.7% |
| YTD | +60.4% | -50.1% | +110.5% | +48.5% |
| 1Y | +111.0% | -68.3% | +179.3% | +83.4% |
| 3Y | +246.1% | -95.0% | +341.1% | +191.8% |
| All | +246.1% | -95.1% | +341.2% | +191.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling