-100.0%
UVXY vs MAS
+214.3%
-314.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +3.5% |
| 7D | -26.5% | +1.2% | -27.7% | -23.8% |
| 30D | +8.8% | +21.6% | -12.8% | +57.0% |
| 3M | -14.7% | +14.1% | -28.8% | +11.6% |
| 6M | -51.5% | +22.6% | -74.1% | -26.2% |
| YTD | -51.7% | +35.4% | -87.2% | -5.4% |
| 1Y | -65.7% | +37.5% | -103.2% | -30.4% |
| 3Y | -94.4% | +58.3% | -152.7% | -78.9% |
| 5Y | -99.5% | +39.1% | -138.6% | -98.1% |
| All | -100.0% | +214.3% | -314.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling