-100.0%
UVXY vs MOH
+1,349.5%
-1,449.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.0% | -8.7% | -5.3% |
| 7D | +2.8% | +1.7% | +1.1% | +4.1% |
| 30D | -11.4% | -0.9% | -10.5% | -11.9% |
| 3M | -41.5% | +5.7% | -47.2% | -38.2% |
| 6M | -61.0% | +39.1% | -100.2% | -49.1% |
| YTD | -49.8% | +17.7% | -67.5% | -42.5% |
| 1Y | -66.4% | +8.4% | -74.8% | -63.3% |
| 3Y | -94.8% | -36.6% | -58.2% | -96.1% |
| 5Y | -99.7% | -19.1% | -80.6% | -99.7% |
| 10Y | -100.0% | +262.8% | -362.8% | -100.0% |
| All | -100.0% | +1,349.5% | -1,449.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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