-89.4%
SQQQ vs MA
+38.6%
-128.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.2% |
| 7D | -2.7% | -3.5% | +0.8% | -6.3% |
| 30D | +2.4% | +0.8% | +1.6% | +3.2% |
| 3M | -8.0% | +14.8% | -22.8% | +6.8% |
| 6M | -43.9% | +10.0% | -53.9% | -38.9% |
| YTD | -42.2% | -0.1% | -42.1% | -45.5% |
| 1Y | -51.8% | -2.2% | -49.6% | -56.4% |
| All | -89.4% | +38.6% | -128.0% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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