+64.1%
MSFT vs UPRO
+81.0%
-16.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +1.7% | -8.7% | +10.4% | +5.0% |
| 30D | +0.2% | -16.9% | +17.1% | +7.2% |
| 3M | +6.4% | -15.3% | +21.6% | +12.8% |
| 6M | +28.7% | -5.7% | +34.4% | +30.3% |
| YTD | +10.4% | +12.1% | -1.7% | +3.7% |
| 1Y | +7.6% | +16.4% | -8.8% | -0.7% |
| 3Y | +52.3% | +210.5% | -158.2% | -11.9% |
| All | +64.1% | +81.0% | -16.9% | +10.0% |
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