-35.1%
UVXY vs MAS
+17.8%
-52.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.4% | -3.4% | +48.8% | +42.4% |
| 7D | +41.0% | +4.6% | +36.4% | +45.8% |
| 30D | +46.9% | +19.9% | +27.0% | +65.9% |
| 3M | +7.0% | +8.9% | -1.9% | +14.1% |
| All | -35.1% | +17.8% | -52.9% | -25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling