+920.4%
MSFT vs UPRO
+1,163.1%
-242.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.0% | -4.2% | 0.0% |
| 7D | +7.5% | -0.9% | +8.4% | +7.5% |
| 30D | +1.9% | -11.4% | +13.3% | +6.4% |
| 3M | +9.2% | -10.9% | +20.1% | +13.7% |
| 6M | +31.9% | -0.5% | +32.4% | +30.7% |
| YTD | +13.4% | +19.9% | -6.4% | +3.5% |
| 1Y | +10.6% | +24.2% | -13.6% | -0.8% |
| 3Y | +54.7% | +236.9% | -182.3% | -13.0% |
| 5Y | +69.1% | +96.6% | -27.5% | +9.2% |
| 10Y | +920.4% | +1,091.6% | -171.2% | +146.1% |
| All | +920.4% | +1,163.1% | -242.7% | +146.1% |
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 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