+73.1%
MA vs UPRO
+137.3%
-64.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +1.5% | -0.9% | +2.4% | +1.7% |
| 3M | +20.4% | +1.9% | +18.5% | +18.8% |
| 6M | +11.1% | +33.1% | -22.0% | +0.1% |
| YTD | +2.0% | +31.8% | -29.8% | -8.1% |
| 1Y | -2.2% | +48.3% | -50.4% | -15.6% |
| 3Y | +41.9% | +221.5% | -179.6% | -11.9% |
| All | +73.1% | +137.3% | -64.2% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 5y: compounded portfolio wealth divided by compounded UPRO 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…
5y analysis · Full analysis span regression · 6 months rolling