+128.6%
MAGS vs UPRO
+230.2%
-101.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.3% |
| 7D | +1.2% | +1.5% | -0.2% | +0.5% |
| 30D | -0.1% | -3.7% | +3.6% | +1.8% |
| 3M | +3.8% | +8.0% | -4.2% | -0.7% |
| 6M | +13.2% | +38.7% | -25.4% | -5.5% |
| YTD | +4.7% | +29.5% | -24.8% | -9.8% |
| 1Y | +14.4% | +46.1% | -31.7% | -8.0% |
| 3Y | +128.6% | +229.1% | -100.5% | +15.5% |
| All | +128.6% | +230.2% | -101.6% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling