+35.3%
MAS vs UPRO
+137.3%
-102.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -5.6% | -0.9% | -4.7% | -5.3% |
| 3M | +4.4% | +1.9% | +2.5% | +3.3% |
| 6M | +7.2% | +33.1% | -25.9% | -3.6% |
| YTD | +16.1% | +31.8% | -15.7% | +4.4% |
| 1Y | +0.1% | +48.3% | -48.2% | -14.2% |
| 3Y | +28.3% | +221.5% | -193.2% | -21.2% |
| All | +35.3% | +137.3% | -102.0% | -16.5% |
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 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