+553.7%
MS vs UPRO
+1,064.0%
-510.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.7% |
| 7D | +0.8% | -2.9% | +3.7% | +1.8% |
| 30D | -0.7% | -12.4% | +11.7% | +4.9% |
| 3M | -12.4% | -11.9% | -0.5% | -7.8% |
| 6M | -1.7% | -1.7% | -0.1% | -2.0% |
| YTD | +8.0% | +18.5% | -10.5% | -1.1% |
| 1Y | +16.2% | +17.5% | -1.3% | +6.6% |
| 3Y | +171.3% | +218.4% | -47.1% | +53.3% |
| 5Y | +124.8% | +99.1% | +25.6% | +40.8% |
| 10Y | +553.7% | +1,071.1% | -517.4% | +37.0% |
| All | +553.7% | +1,064.0% | -510.3% | +37.0% |
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