-22.1%
SQQQ vs MGY
+10.4%
-32.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | +0.6% | +18.6% | +19.0% |
| 7D | +31.0% | -10.3% | +41.3% | +36.8% |
| 30D | +55.7% | -1.8% | +57.4% | +55.9% |
| 3M | +31.2% | -0.1% | +31.4% | +29.0% |
| 6M | +5.1% | -22.8% | +27.9% | +15.5% |
| YTD | -24.9% | +9.5% | -34.4% | -16.2% |
| 1Y | -22.1% | +12.6% | -34.6% | -11.2% |
| All | -22.1% | +10.4% | -32.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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