+49.9%
MSTR vs UPRO
+81.0%
-31.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.1% |
| 7D | -1.2% | -8.7% | +7.5% | +6.9% |
| 30D | -15.9% | -16.9% | +1.0% | -0.3% |
| 3M | +33.1% | -15.3% | +48.4% | +56.3% |
| 6M | -31.0% | -5.7% | -25.3% | -26.7% |
| YTD | -15.1% | +12.1% | -27.2% | -22.1% |
| 1Y | -45.6% | +16.4% | -62.1% | -52.2% |
| 3Y | +180.5% | +210.5% | -30.0% | -5.2% |
| All | +49.9% | +81.0% | -31.1% | -21.4% |
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