-94.1%
UVXY vs MAS
+59.6%
-153.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -2.5% |
| 7D | -3.3% | +3.6% | -6.9% | +5.3% |
| 30D | +12.0% | +23.8% | -11.8% | +54.2% |
| 3M | -15.5% | +14.4% | -29.9% | +5.3% |
| 6M | -49.4% | +19.7% | -69.1% | -30.2% |
| YTD | -49.1% | +36.0% | -85.1% | -6.3% |
| 1Y | -63.7% | +40.4% | -104.0% | -28.8% |
| 3Y | -94.1% | +58.9% | -153.0% | -87.6% |
| All | -94.1% | +59.6% | -153.7% | -87.6% |
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 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