-30.3%
MOS vs UPRO
+226.4%
-256.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.0% |
| 7D | -2.0% | +7.4% | -9.4% | -3.7% |
| 30D | +15.3% | -7.9% | +23.2% | +17.1% |
| 3M | +1.5% | -12.0% | +13.5% | +4.0% |
| 6M | -2.0% | -2.0% | 0.0% | -2.6% |
| YTD | -6.5% | +20.4% | -26.9% | -12.6% |
| 1Y | -11.1% | +24.5% | -35.6% | -17.7% |
| 3Y | -30.3% | +224.4% | -254.6% | -61.2% |
| All | -30.3% | +226.4% | -256.6% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling