+73.5%
MSFT vs UPRO
+137.3%
-63.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +2.7% | -0.9% | +3.6% | +3.0% |
| 3M | +17.0% | +1.9% | +15.0% | +15.5% |
| 6M | +23.8% | +33.1% | -9.3% | +9.5% |
| YTD | +4.0% | +31.8% | -27.8% | -7.9% |
| 1Y | -0.8% | +48.3% | -49.1% | -16.6% |
| 3Y | +55.6% | +221.5% | -165.9% | -10.7% |
| All | +73.5% | +137.3% | -63.8% | +4.8% |
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