+89.1%
UPRO vs MSTZ
-99.2%
+188.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.2% | -9.9% | -0.6% |
| 7D | +1.5% | -25.4% | +26.8% | -1.3% |
| 30D | -3.7% | -60.9% | +57.2% | -12.6% |
| 3M | +8.0% | -54.2% | +62.2% | +3.6% |
| 6M | +38.7% | -65.0% | +103.6% | +33.3% |
| YTD | +29.5% | -76.5% | +106.1% | +26.1% |
| 1Y | +46.1% | -23.4% | +69.5% | +74.6% |
| All | +89.1% | -99.2% | +188.3% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling