-69.8%
UVXY vs MAS
+1.6%
-71.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +2.3% |
| 7D | -5.0% | -0.8% | -4.2% | -5.5% |
| 30D | -20.5% | -5.6% | -15.0% | -24.4% |
| 3M | -36.6% | +4.4% | -41.0% | -31.7% |
| 6M | -56.9% | +7.2% | -64.1% | -47.3% |
| YTD | -51.2% | +16.1% | -67.3% | -34.8% |
| 1Y | -69.8% | +0.1% | -69.9% | -60.8% |
| All | -69.8% | +1.6% | -71.4% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling