-100.0%
SQQQ vs MAS
+214.9%
-314.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -5.5% |
| 7D | +14.0% | +2.4% | +11.7% | +17.7% |
| 30D | +48.7% | +19.8% | +28.9% | +83.0% |
| 3M | +25.0% | +9.8% | +15.2% | +39.4% |
| 6M | +7.8% | +15.8% | -8.0% | +31.5% |
| YTD | -27.7% | +31.8% | -59.5% | +6.4% |
| 1Y | -29.0% | +35.4% | -64.4% | +8.0% |
| 3Y | -87.4% | +59.2% | -146.6% | -71.0% |
| 5Y | -92.1% | +41.2% | -133.3% | -77.2% |
| All | -100.0% | +214.9% | -314.8% | -99.4% |
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