-69.8%
UVXY vs MSTZ
-29.5%
-40.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.1% |
| 7D | -5.0% | -29.7% | +24.7% | +0.3% |
| 30D | -20.5% | -65.3% | +44.7% | -5.0% |
| 3M | -36.6% | -57.3% | +20.8% | -31.1% |
| 6M | -56.9% | -61.6% | +4.7% | -52.6% |
| YTD | -51.2% | -78.3% | +27.1% | -44.7% |
| 1Y | -69.8% | -30.2% | -39.5% | -77.9% |
| All | -69.8% | -29.5% | -40.3% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling