-93.1%
SQQQ vs MAS
+39.9%
-133.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +4.0% |
| 7D | -11.0% | +3.0% | -14.0% | -7.7% |
| 30D | +17.9% | +22.4% | -4.5% | +46.5% |
| 3M | +19.5% | +14.5% | +5.0% | +38.5% |
| 6M | +4.2% | +27.1% | -22.9% | +40.2% |
| YTD | -35.6% | +35.8% | -71.4% | -3.3% |
| 1Y | -37.7% | +39.4% | -77.1% | -3.2% |
| 3Y | -88.0% | +60.3% | -148.3% | -71.5% |
| All | -93.1% | +39.9% | -133.0% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling