-63.7%
UVXY vs MAS
+39.0%
-102.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -2.0% |
| 7D | -3.3% | +3.6% | -6.9% | +2.5% |
| 30D | +12.0% | +23.8% | -11.8% | +38.4% |
| 3M | -15.5% | +14.4% | -29.9% | -2.0% |
| 6M | -49.4% | +19.7% | -69.1% | -36.4% |
| YTD | -49.1% | +36.0% | -85.1% | -18.4% |
| 1Y | -63.7% | +40.4% | -104.0% | -38.6% |
| All | -63.7% | +39.0% | -102.7% | -38.6% |
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