-94.1%
UVXY vs MAS
+59.7%
-153.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +4.0% |
| 7D | -22.1% | +3.0% | -25.0% | -17.6% |
| 30D | +8.2% | +22.4% | -14.2% | +46.7% |
| 3M | -12.3% | +14.5% | -26.8% | +9.5% |
| 6M | -51.0% | +27.1% | -78.1% | -26.0% |
| YTD | -49.9% | +35.8% | -85.7% | -7.9% |
| 1Y | -67.7% | +39.4% | -107.1% | -37.5% |
| 3Y | -94.1% | +60.3% | -154.4% | -87.7% |
| All | -94.1% | +59.7% | -153.8% | -87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling