-100.0%
UVXY vs MAS
+215.9%
-315.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -4.9% |
| 7D | +19.4% | +2.4% | +17.0% | +27.5% |
| 30D | +42.6% | +19.8% | +22.7% | +97.0% |
| 3M | +7.1% | +9.8% | -2.8% | +28.6% |
| 6M | -36.5% | +15.8% | -52.3% | -14.1% |
| YTD | -35.8% | +31.8% | -67.6% | +18.1% |
| 1Y | -58.4% | +35.4% | -93.8% | -19.3% |
| 3Y | -92.9% | +59.2% | -152.1% | -73.2% |
| 5Y | -99.4% | +41.2% | -140.7% | -97.5% |
| All | -100.0% | +215.9% | -315.9% | -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