+1,186.4%
UPRO vs MOH
+264.4%
+922.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.5% | +1.6% |
| 7D | -2.5% | +1.7% | -4.2% | -3.3% |
| 30D | -4.2% | -0.9% | -3.3% | -4.0% |
| 3M | +8.1% | +5.7% | +2.3% | +4.4% |
| 6M | +35.2% | +39.1% | -3.9% | +14.2% |
| YTD | +28.4% | +17.7% | +10.8% | +11.8% |
| 1Y | +39.3% | +8.4% | +30.9% | +23.3% |
| 3Y | +219.9% | -36.6% | +256.5% | +222.9% |
| 5Y | +142.8% | -19.1% | +161.9% | +111.2% |
| All | +1,186.4% | +264.4% | +922.0% | +546.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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