+75.0%
UPRO vs MSTZ
-99.3%
+174.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.9% | +2.0% | +7.6% |
| 7D | -0.9% | +4.3% | -5.2% | +0.4% |
| 30D | -11.4% | +30.2% | -41.6% | -6.6% |
| 3M | -10.9% | -66.9% | +56.0% | -17.9% |
| 6M | -0.5% | -26.3% | +25.8% | +7.1% |
| YTD | +19.9% | -80.1% | +100.0% | +18.4% |
| 1Y | +24.2% | -57.5% | +81.7% | +38.7% |
| All | +75.0% | -99.3% | +174.3% | +70.8% |
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