-31.3%
SQQQ vs MAS
+39.0%
-70.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.2% |
| 7D | +1.9% | +3.6% | -1.7% | +3.8% |
| 30D | +32.2% | +23.8% | +8.4% | +44.9% |
| 3M | +17.1% | +14.4% | +2.7% | +24.0% |
| 6M | +5.4% | +19.7% | -14.3% | +16.4% |
| YTD | -33.9% | +36.0% | -69.9% | -19.4% |
| 1Y | -31.3% | +40.4% | -71.7% | -15.0% |
| All | -31.3% | +39.0% | -70.3% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling