-94.6%
SQQQ vs MAS
+32.0%
-126.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | +1.5% |
| 7D | -0.9% | -0.8% | -0.2% | -1.6% |
| 30D | -0.3% | -5.6% | +5.3% | -6.1% |
| 3M | +2.7% | +4.4% | -1.7% | +10.7% |
| 6M | -43.8% | +7.2% | -51.0% | -35.5% |
| YTD | -42.9% | +16.1% | -59.0% | -27.7% |
| 1Y | -53.5% | +0.1% | -53.6% | -51.2% |
| 3Y | -89.4% | +28.3% | -117.7% | -80.9% |
| All | -94.6% | +32.0% | -126.7% | -84.6% |
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