+731.6%
MSTR vs UPRO
+1,170.7%
-439.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | +12.2% | +0.1% | +12.1% | +12.4% |
| 30D | +45.2% | -0.9% | +46.1% | +46.4% |
| 3M | +10.4% | +1.9% | +8.4% | +9.8% |
| 6M | -2.5% | +33.1% | -35.6% | -16.2% |
| YTD | -6.0% | +31.8% | -37.8% | -18.0% |
| 1Y | -56.4% | +48.3% | -104.7% | -64.3% |
| 3Y | +306.3% | +221.5% | +84.8% | +125.0% |
| 5Y | +100.5% | +136.7% | -36.3% | +29.3% |
| All | +731.6% | +1,170.7% | -439.1% | +198.3% |
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