+86.5%
UPRO vs MSTZ
-99.2%
+185.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -0.7% |
| 7D | -1.3% | -23.6% | +22.3% | -3.6% |
| 30D | -5.0% | -60.7% | +55.7% | -13.8% |
| 3M | +7.5% | -58.3% | +65.7% | +1.7% |
| 6M | +33.2% | -60.0% | +93.3% | +30.4% |
| YTD | +27.7% | -75.2% | +102.9% | +25.2% |
| 1Y | +43.0% | -19.9% | +62.9% | +72.0% |
| All | +86.5% | -99.2% | +185.6% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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