-84.7%
UVXY vs MSTZ
-99.1%
+14.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.6% | -1.4% | +3.6% |
| 7D | +11.0% | +24.8% | -13.8% | +5.3% |
| 30D | -8.8% | -59.2% | +50.4% | +7.6% |
| 3M | -41.9% | -56.9% | +15.0% | -35.6% |
| 6M | -61.2% | -57.6% | -3.6% | -58.5% |
| YTD | -46.2% | -73.6% | +27.4% | -41.6% |
| 1Y | -65.2% | -15.6% | -49.6% | -73.7% |
| All | -84.7% | -99.1% | +14.4% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling