+578.8%
MS vs UPRO
+1,163.1%
-584.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.0% | -3.8% | +0.1% |
| 7D | +0.7% | -0.9% | +1.6% | +0.9% |
| 30D | -0.9% | -11.4% | +10.5% | +4.1% |
| 3M | -13.0% | -10.9% | -2.1% | -8.9% |
| 6M | -2.0% | -0.5% | -1.4% | -2.7% |
| YTD | +7.8% | +19.9% | -12.1% | -1.8% |
| 1Y | +17.9% | +24.2% | -6.3% | +5.5% |
| 3Y | +174.8% | +236.9% | -62.2% | +51.4% |
| 5Y | +119.9% | +96.6% | +23.3% | +38.6% |
| 10Y | +578.8% | +1,091.6% | -512.8% | +40.8% |
| All | +578.8% | +1,163.1% | -584.3% | +40.8% |
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