+110.3%
MO vs UPRO
+1,226.0%
-1,115.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.2% | +1.6% |
| 7D | -1.0% | -6.0% | +5.0% | -0.1% |
| 30D | +5.8% | -5.8% | +11.6% | +6.7% |
| 3M | -4.5% | +10.8% | -15.3% | -6.5% |
| 6M | +5.7% | +31.6% | -25.8% | +0.1% |
| YTD | +23.1% | +25.4% | -2.3% | +17.2% |
| 1Y | +10.9% | +39.2% | -28.3% | +3.4% |
| 3Y | +96.1% | +218.5% | -122.4% | +49.7% |
| 5Y | +100.1% | +137.1% | -37.0% | +52.0% |
| All | +110.3% | +1,226.0% | -1,115.7% | -1.9% |
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