-85.6%
MSTU vs UPRO
+90.0%
-175.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -1.1% |
| 7D | +21.3% | +0.1% | +21.3% | +22.8% |
| 30D | +90.8% | -0.9% | +91.7% | +97.5% |
| 3M | -6.8% | +1.9% | -8.7% | -5.8% |
| 6M | -39.8% | +33.1% | -72.9% | -59.4% |
| YTD | -55.7% | +31.8% | -87.5% | -67.7% |
| 1Y | -92.7% | +48.3% | -140.9% | -95.4% |
| All | -85.6% | +90.0% | -175.5% | -92.5% |
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