+72.2%
MSFU vs UPRO
+314.0%
-241.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.2% |
| 7D | -3.2% | +1.5% | -4.6% | -4.0% |
| 30D | -3.1% | -3.7% | +0.6% | -0.7% |
| 3M | +35.3% | +8.0% | +27.3% | +28.5% |
| 6M | +31.6% | +38.7% | -7.1% | +5.5% |
| YTD | -9.5% | +29.5% | -39.1% | -24.3% |
| 1Y | -18.4% | +46.1% | -64.5% | -37.3% |
| 3Y | +26.9% | +229.1% | -202.2% | -44.8% |
| All | +72.2% | +314.0% | -241.7% | -36.5% |
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