+188.2%
MAGS vs UPRO
+270.0%
-81.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +1.7% | +7.4% | -5.7% | -2.1% |
| 30D | -5.8% | -7.9% | +2.1% | -2.4% |
| 3M | +0.2% | -12.0% | +12.3% | +6.2% |
| 6M | -2.7% | -2.0% | -0.7% | -3.0% |
| YTD | +4.1% | +20.4% | -16.3% | -7.5% |
| 1Y | +7.5% | +24.5% | -17.0% | -6.3% |
| 3Y | +122.0% | +224.4% | -102.3% | +14.1% |
| All | +188.2% | +270.0% | -81.8% | +39.1% |
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