+218.0%
MTSI vs UVXY
-99.6%
+317.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.7% |
| 7D | -3.8% | -3.3% | -0.5% | -0.2% |
| 30D | -31.4% | +12.0% | -43.4% | -25.5% |
| 3M | -23.8% | -15.5% | -8.3% | -21.6% |
| 6M | -37.1% | -49.4% | +12.3% | -40.5% |
| YTD | +32.2% | -49.1% | +81.4% | +30.7% |
| 1Y | +26.9% | -63.7% | +90.6% | +18.3% |
| 3Y | +193.7% | -94.1% | +287.8% | +152.5% |
| 5Y | +218.0% | -99.6% | +317.6% | +97.7% |
| All | +218.0% | -99.6% | +317.6% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling