-52.6%
SQQQ vs MAS
-4.8%
-47.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | -0.8% |
| 7D | -4.2% | +1.0% | -5.1% | -3.7% |
| 30D | +2.4% | -8.1% | +10.5% | -1.4% |
| 3M | -5.7% | +3.3% | -9.0% | -2.9% |
| 6M | -46.6% | +12.4% | -59.0% | -40.8% |
| YTD | -42.7% | +13.3% | -56.0% | -35.4% |
| 1Y | -52.6% | -4.7% | -47.9% | -48.0% |
| All | -52.6% | -4.8% | -47.8% | -48.0% |
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