+142.3%
MSTR vs UPRO
+233.9%
-91.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.9% | -2.3% |
| 7D | -14.2% | -3.8% | -10.4% | -12.0% |
| 30D | -19.9% | -8.9% | -11.0% | -13.4% |
| 3M | +27.3% | -7.4% | +34.8% | +36.6% |
| 6M | -37.6% | +1.6% | -39.1% | -38.2% |
| YTD | -19.5% | +23.2% | -42.7% | -31.4% |
| 1Y | -47.1% | +21.2% | -68.4% | -54.6% |
| All | +142.3% | +233.9% | -91.6% | +33.2% |
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