-92.0%
MSTU vs UPRO
+75.7%
-167.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.0% | -11.9% | -11.2% |
| 7D | -23.0% | +9.7% | -32.7% | -35.3% |
| 30D | -47.7% | -9.8% | -37.9% | -36.5% |
| 3M | +12.5% | -9.1% | +21.6% | +40.0% |
| 6M | -76.1% | +0.9% | -77.0% | -74.3% |
| YTD | -75.5% | +21.9% | -97.4% | -78.8% |
| 1Y | -90.1% | +19.8% | -109.9% | -91.2% |
| All | -92.0% | +75.7% | -167.7% | -95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling