-25.6%
MOS vs UPRO
+226.4%
-252.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.0% | -5.1% | +0.1% |
| 7D | +19.7% | -0.9% | +20.5% | +19.5% |
| 30D | +21.5% | -11.4% | +32.9% | +24.6% |
| 3M | -0.4% | -10.9% | +10.5% | +1.7% |
| 6M | +4.5% | -0.5% | +5.1% | +3.5% |
| YTD | -2.9% | +19.9% | -22.8% | -9.1% |
| 1Y | -7.7% | +24.2% | -31.9% | -14.6% |
| 3Y | -25.6% | +236.9% | -262.6% | -56.9% |
| All | -25.6% | +226.4% | -252.1% | -56.9% |
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 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