+526.8%
MSTR vs UPRO
+1,064.0%
-537.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.0% |
| 7D | -10.7% | -2.9% | -7.9% | -9.6% |
| 30D | -21.6% | -12.4% | -9.1% | -15.3% |
| 3M | +24.4% | -11.9% | +36.2% | +34.5% |
| 6M | -35.5% | -1.7% | -33.8% | -34.2% |
| YTD | -20.3% | +18.5% | -38.9% | -26.0% |
| 1Y | -49.3% | +17.5% | -66.8% | -52.8% |
| 3Y | +137.8% | +218.4% | -80.6% | +33.8% |
| 5Y | +48.3% | +99.1% | -50.8% | +3.6% |
| 10Y | +526.8% | +1,071.1% | -544.3% | +119.3% |
| All | +526.8% | +1,064.0% | -537.2% | +119.3% |
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