-100.0%
UVXY vs MAS
+217.4%
-317.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.1% | -9.2% | -8.9% |
| 7D | +2.3% | -1.8% | +4.2% | +2.7% |
| 30D | +4.0% | +23.6% | -19.6% | +54.1% |
| 3M | -21.6% | +12.4% | -34.0% | -0.2% |
| 6M | -55.1% | +21.9% | -76.9% | -32.5% |
| YTD | -53.7% | +36.1% | -89.9% | -8.6% |
| 1Y | -66.7% | +39.5% | -106.2% | -30.8% |
| 3Y | -94.6% | +59.1% | -153.8% | -79.6% |
| 5Y | -99.6% | +44.4% | -144.0% | -98.2% |
| 10Y | -100.0% | +217.0% | -317.0% | -100.0% |
| All | -100.0% | +217.4% | -317.4% | -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