+19.8%
UPRO vs MSTZ
-52.7%
+72.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.8% | -13.9% | +0.6% |
| 7D | +9.7% | +25.6% | -15.9% | +13.0% |
| 30D | -9.8% | +50.6% | -60.3% | -3.4% |
| 3M | -9.1% | -64.5% | +55.4% | -14.3% |
| 6M | +0.9% | -14.0% | +14.9% | +10.8% |
| YTD | +21.9% | -76.4% | +98.3% | +22.7% |
| 1Y | +19.8% | -56.2% | +76.0% | +27.3% |
| All | +19.8% | -52.7% | +72.5% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling