+30.9%
MSFU vs UPRO
+210.8%
-179.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.4% |
| 7D | +2.5% | -8.7% | +11.1% | +8.8% |
| 30D | -1.3% | -16.9% | +15.6% | +11.5% |
| 3M | +8.6% | -15.3% | +23.9% | +21.2% |
| 6M | +48.4% | -5.7% | +54.1% | +53.6% |
| YTD | +1.6% | +12.1% | -10.5% | -6.6% |
| 1Y | -5.8% | +16.4% | -22.2% | -15.8% |
| 3Y | +30.9% | +210.5% | -179.6% | -38.2% |
| All | +30.9% | +210.8% | -179.9% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling