+120.4%
MSTR vs UPRO
+137.3%
-16.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.3% |
| 7D | +12.2% | +0.1% | +12.1% | +12.5% |
| 30D | +45.2% | -0.9% | +46.1% | +47.0% |
| 3M | +10.4% | +1.9% | +8.4% | +8.7% |
| 6M | -2.5% | +33.1% | -35.6% | -24.7% |
| YTD | -6.0% | +31.8% | -37.8% | -25.9% |
| 1Y | -56.4% | +48.3% | -104.7% | -69.2% |
| 3Y | +306.3% | +221.5% | +84.8% | +32.9% |
| All | +120.4% | +137.3% | -16.9% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling