+2,773.2%
MSTR vs UPRO
+14,289.1%
-11,515.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | +12.2% | +0.1% | +12.1% | +12.4% |
| 30D | +45.2% | -0.9% | +46.1% | +46.3% |
| 3M | +10.4% | +1.9% | +8.4% | +9.9% |
| 6M | -2.5% | +33.1% | -35.6% | -14.9% |
| YTD | -6.0% | +31.8% | -37.8% | -16.9% |
| 1Y | -56.4% | +48.3% | -104.7% | -63.6% |
| 3Y | +306.3% | +221.5% | +84.8% | +137.2% |
| 5Y | +100.5% | +136.7% | -36.3% | +39.7% |
| 10Y | +741.1% | +1,179.2% | -438.1% | +151.8% |
| All | +2,773.2% | +14,289.1% | -11,515.8% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling