+1,082.8%
MAS vs UPRO
+14,289.1%
-13,206.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 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% | +3.1% |
| 6M | +7.2% | +33.1% | -25.9% | -5.5% |
| YTD | +16.1% | +31.8% | -15.7% | +2.3% |
| 1Y | +0.1% | +48.3% | -48.2% | -16.7% |
| 3Y | +28.3% | +221.5% | -193.2% | -28.2% |
| 5Y | +30.5% | +136.7% | -106.3% | -24.8% |
| 10Y | +139.1% | +1,179.2% | -1,040.0% | -55.4% |
| All | +1,082.8% | +14,289.1% | -13,206.3% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling