+114.0%
MS vs UPRO
+80.0%
+34.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.2% | +7.2% | -0.7% |
| 7D | -3.4% | -14.4% | +11.0% | +2.5% |
| 30D | -3.9% | -18.2% | +14.3% | +3.9% |
| 3M | -15.9% | -16.4% | +0.5% | -10.0% |
| 6M | -2.5% | -2.6% | +0.2% | -2.1% |
| YTD | +5.1% | +11.1% | -6.1% | -0.3% |
| 1Y | +13.0% | +11.8% | +1.2% | +6.8% |
| 3Y | +160.7% | +209.9% | -49.2% | +62.6% |
| 5Y | +114.0% | +80.9% | +33.2% | +47.9% |
| All | +114.0% | +80.0% | +34.0% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling