+826.3%
MTSI vs UPRO
+3,840.4%
-3,014.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -13.2% | -5.2% | -11.4% |
| 7D | -24.6% | -14.4% | -10.2% | -17.5% |
| 30D | -45.7% | -18.2% | -27.5% | -38.9% |
| 3M | -27.7% | -16.4% | -11.3% | -19.6% |
| 6M | -37.3% | -2.6% | -34.7% | -35.2% |
| YTD | +11.1% | +11.1% | 0.0% | +6.7% |
| 1Y | +27.2% | +11.8% | +15.4% | +21.6% |
| 3Y | +153.7% | +209.9% | -56.2% | +41.9% |
| 5Y | +159.0% | +80.9% | +78.1% | +72.3% |
| 10Y | +405.6% | +1,134.2% | -728.6% | +12.4% |
| All | +826.3% | +3,840.4% | -3,014.1% | +24.1% |
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 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