+214.8%
MAS vs UPRO
+1,064.0%
-849.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +3.6% | -2.9% | +6.5% | +4.4% |
| 30D | +23.8% | -12.4% | +36.2% | +28.9% |
| 3M | +14.4% | -11.9% | +26.3% | +18.6% |
| 6M | +19.7% | -1.7% | +21.4% | +19.2% |
| YTD | +36.0% | +18.5% | +17.4% | +26.4% |
| 1Y | +40.4% | +17.5% | +22.9% | +30.6% |
| 3Y | +58.9% | +218.4% | -159.4% | -0.3% |
| 5Y | +44.5% | +99.1% | -54.6% | -1.4% |
| 10Y | +214.8% | +1,071.1% | -856.3% | -22.6% |
| All | +214.8% | +1,064.0% | -849.2% | -22.6% |
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