+1,115.9%
MTSI vs UVXY
-100.0%
+1,215.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -9.1% | +19.4% | +8.6% |
| 7D | +7.2% | +2.3% | +4.8% | +11.8% |
| 30D | -18.4% | +4.0% | -22.4% | -13.6% |
| 3M | -16.7% | -21.6% | +4.9% | -15.7% |
| 6M | -31.7% | -55.1% | +23.3% | -36.3% |
| YTD | +45.9% | -53.7% | +99.6% | +42.5% |
| 1Y | +47.0% | -66.7% | +113.7% | +36.7% |
| 3Y | +224.1% | -94.6% | +318.7% | +182.7% |
| 5Y | +238.5% | -99.6% | +338.1% | +134.2% |
| 10Y | +512.7% | -100.0% | +612.7% | +200.9% |
| All | +1,115.9% | -100.0% | +1,215.9% | +227.8% |
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 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