-100.0%
UVXY vs MAS
+1,687.0%
-1,787.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.4% | -3.4% | +48.8% | +39.1% |
| 7D | +41.0% | +4.6% | +36.4% | +57.3% |
| 30D | +46.9% | +19.9% | +27.0% | +108.8% |
| 3M | +7.0% | +8.9% | -1.9% | +28.1% |
| 6M | -37.0% | +20.2% | -57.1% | -6.9% |
| YTD | -34.3% | +33.9% | -68.2% | +28.1% |
| 1Y | -54.8% | +34.7% | -89.4% | -10.2% |
| 3Y | -93.1% | +60.4% | -153.5% | -72.1% |
| 5Y | -99.4% | +43.5% | -142.9% | -97.2% |
| 10Y | -100.0% | +226.7% | -326.7% | -100.0% |
| All | -100.0% | +1,687.0% | -1,787.0% | -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