+92.4%
UPRO vs MSTZ
-99.3%
+191.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -0.9% |
| 7D | +0.1% | -29.7% | +29.8% | -3.3% |
| 30D | -0.9% | -65.3% | +64.4% | -11.5% |
| 3M | +1.9% | -57.3% | +59.3% | -2.8% |
| 6M | +33.1% | -61.6% | +94.7% | +29.7% |
| YTD | +31.8% | -78.3% | +110.1% | +26.9% |
| 1Y | +48.3% | -30.2% | +78.5% | +74.9% |
| All | +92.4% | -99.3% | +191.7% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling