+308.9%
MSTR vs UPRO
+222.2%
+86.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.4% |
| 7D | +12.2% | +0.1% | +12.1% | +12.5% |
| 30D | +45.2% | -0.9% | +46.1% | +46.9% |
| 3M | +10.4% | +1.9% | +8.4% | +8.9% |
| 6M | -2.5% | +33.1% | -35.6% | -22.8% |
| YTD | -6.0% | +31.8% | -37.8% | -24.1% |
| 1Y | -56.4% | +48.3% | -104.7% | -68.0% |
| All | +308.9% | +222.2% | +86.7% | +80.1% |
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