+885.0%
MSFT vs UPRO
+1,162.5%
-277.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | -1.0% | -1.3% | +0.3% | -0.5% |
| 30D | -2.7% | -5.0% | +2.4% | -0.7% |
| 3M | +22.1% | +7.5% | +14.6% | +18.2% |
| 6M | +20.6% | +33.2% | -12.7% | +6.4% |
| YTD | +2.3% | +27.7% | -25.4% | -8.5% |
| 1Y | -0.5% | +43.0% | -43.6% | -15.5% |
| 3Y | +50.5% | +224.4% | -173.9% | -13.8% |
| 5Y | +72.3% | +135.9% | -63.5% | +3.8% |
| 10Y | +885.0% | +1,232.5% | -347.5% | +141.4% |
| All | +885.0% | +1,162.5% | -277.5% | +141.4% |
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