-100.0%
SQQQ vs MAS
+219.2%
-319.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +0.3% |
| 7D | +1.9% | +3.6% | -1.7% | +7.5% |
| 30D | +32.2% | +23.8% | +8.4% | +70.1% |
| 3M | +17.1% | +14.4% | +2.7% | +37.6% |
| 6M | +5.4% | +19.7% | -14.3% | +34.6% |
| YTD | -33.9% | +36.0% | -69.9% | +1.3% |
| 1Y | -31.3% | +40.4% | -71.7% | +9.8% |
| 3Y | -87.6% | +58.9% | -146.5% | -71.6% |
| 5Y | -93.3% | +44.5% | -137.8% | -79.9% |
| 10Y | -100.0% | +214.8% | -314.7% | -99.5% |
| All | -100.0% | +219.2% | -319.2% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling