-100.0%
SQQQ vs MAS
+791.6%
-891.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -5.7% |
| 7D | +14.0% | +2.0% | +12.1% | +16.8% |
| 30D | +48.7% | +19.4% | +29.4% | +77.7% |
| 3M | +25.0% | +9.4% | +15.6% | +37.3% |
| 6M | +7.8% | +15.3% | -7.5% | +28.2% |
| YTD | -27.7% | +31.3% | -59.0% | +1.2% |
| 1Y | -29.0% | +34.9% | -63.9% | +2.3% |
| 3Y | -87.4% | +58.6% | -146.0% | -74.5% |
| 5Y | -92.1% | +40.7% | -132.8% | -80.3% |
| 10Y | -100.0% | +220.4% | -320.4% | -99.6% |
| All | -100.0% | +791.6% | -891.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling