-100.0%
UVXY vs MAS
+1,652.7%
-1,752.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -5.8% |
| 7D | +19.4% | +2.0% | +17.4% | +27.3% |
| 30D | +42.6% | +19.4% | +23.2% | +100.8% |
| 3M | +7.1% | +9.4% | -2.4% | +29.4% |
| 6M | -36.5% | +15.3% | -51.9% | -13.3% |
| YTD | -35.8% | +31.3% | -67.1% | +20.7% |
| 1Y | -58.4% | +34.9% | -93.3% | -17.3% |
| 3Y | -92.9% | +58.6% | -151.5% | -71.9% |
| 5Y | -99.4% | +40.7% | -140.1% | -97.4% |
| 10Y | -100.0% | +220.4% | -320.4% | -100.0% |
| All | -100.0% | +1,652.7% | -1,752.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling