+1,208.8%
MTSI vs UVXY
-100.0%
+1,308.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.6% |
| 7D | +1.4% | -5.0% | +6.4% | +0.5% |
| 30D | +2.1% | -20.5% | +22.6% | -1.9% |
| 3M | -29.7% | -36.6% | +6.8% | -34.0% |
| 6M | +12.5% | -56.9% | +69.4% | +1.7% |
| YTD | +57.0% | -51.2% | +108.2% | +46.7% |
| 1Y | +103.9% | -69.8% | +173.7% | +79.4% |
| 3Y | +223.6% | -95.1% | +318.6% | +169.1% |
| 5Y | +321.6% | -99.7% | +421.2% | +170.0% |
| 10Y | +517.7% | -100.0% | +617.7% | +187.3% |
| All | +1,208.8% | -100.0% | +1,308.8% | +237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling