+43.5%
MAS vs UPRO
+80.0%
-36.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -13.2% | +9.7% | +1.2% |
| 7D | +4.6% | -14.4% | +18.9% | +10.0% |
| 30D | +19.9% | -18.2% | +38.1% | +28.0% |
| 3M | +8.9% | -16.4% | +25.3% | +15.2% |
| 6M | +20.2% | -2.6% | +22.8% | +20.0% |
| YTD | +33.9% | +11.1% | +22.7% | +26.9% |
| 1Y | +34.7% | +11.8% | +22.9% | +27.0% |
| 3Y | +60.4% | +209.9% | -149.5% | -1.5% |
| 5Y | +43.5% | +80.9% | -37.4% | -2.7% |
| All | +43.5% | +80.0% | -36.6% | -2.7% |
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