+40.4%
MSTR vs UPRO
+95.9%
-55.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.3% |
| 7D | -13.4% | +7.4% | -20.8% | -19.4% |
| 30D | -22.1% | -7.9% | -14.2% | -16.5% |
| 3M | +15.0% | -12.0% | +27.0% | +29.5% |
| 6M | -37.3% | -2.0% | -35.3% | -36.1% |
| YTD | -26.5% | +20.4% | -46.9% | -37.2% |
| 1Y | -46.5% | +24.5% | -71.0% | -55.9% |
| 3Y | +121.1% | +224.4% | -103.3% | -28.4% |
| All | +40.4% | +95.9% | -55.5% | -31.7% |
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