-100.0%
SQQQ vs MAS
+132.1%
-232.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | -1.7% |
| 7D | -2.7% | -2.2% | -0.5% | -5.1% |
| 30D | +2.4% | -6.7% | +9.2% | -5.6% |
| 3M | -8.0% | -3.7% | -4.3% | -9.6% |
| 6M | -43.9% | +9.0% | -52.9% | -34.2% |
| YTD | -42.2% | +10.8% | -53.0% | -30.6% |
| 1Y | -51.8% | -3.8% | -48.0% | -51.4% |
| 3Y | -89.7% | +30.0% | -119.8% | -81.4% |
| 5Y | -94.7% | +28.2% | -122.9% | -86.2% |
| 10Y | -100.0% | +143.3% | -243.3% | -99.7% |
| All | -100.0% | +132.1% | -232.1% | -99.7% |
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