+849.6%
MS vs UPRO
+12,035.6%
-11,186.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.2% | +7.2% | +0.5% |
| 7D | -3.4% | -14.4% | +11.0% | +3.8% |
| 30D | -3.9% | -18.2% | +14.3% | +5.6% |
| 3M | -15.9% | -16.4% | +0.5% | -8.7% |
| 6M | -2.5% | -2.6% | +0.2% | -2.3% |
| YTD | +5.1% | +11.1% | -6.1% | -1.9% |
| 1Y | +13.0% | +11.8% | +1.2% | +4.8% |
| 3Y | +160.7% | +209.9% | -49.2% | +37.4% |
| 5Y | +114.0% | +80.9% | +33.2% | +29.8% |
| 10Y | +637.5% | +1,134.2% | -496.7% | +18.0% |
| All | +849.6% | +12,035.6% | -11,186.1% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling