+189.2%
MAGS vs UPRO
+278.6%
-89.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -1.5% |
| 7D | -2.0% | -3.8% | +1.8% | -0.5% |
| 30D | -6.9% | -8.9% | +2.0% | -3.0% |
| 3M | +0.7% | -7.4% | +8.1% | +3.9% |
| 6M | -0.8% | +1.6% | -2.3% | -2.9% |
| YTD | +4.4% | +23.2% | -18.7% | -8.3% |
| 1Y | +3.9% | +21.2% | -17.3% | -8.2% |
| 3Y | +122.7% | +230.8% | -108.1% | +13.3% |
| All | +189.2% | +278.6% | -89.4% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling