+570.4%
MSTR vs UPRO
+1,093.1%
-522.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -1.2% | -8.7% | +7.5% | +4.0% |
| 30D | -15.9% | -16.9% | +1.0% | -6.2% |
| 3M | +33.1% | -15.3% | +48.4% | +47.7% |
| 6M | -31.0% | -5.7% | -25.3% | -27.7% |
| YTD | -15.1% | +12.1% | -27.2% | -18.3% |
| 1Y | -45.6% | +16.4% | -62.1% | -48.9% |
| 3Y | +180.5% | +210.5% | -30.0% | +60.9% |
| 5Y | +61.7% | +82.4% | -20.7% | +18.1% |
| All | +570.4% | +1,093.1% | -522.6% | +139.2% |
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 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