-100.0%
SQQQ vs MO
+114.7%
-214.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.4% |
| 7D | +1.8% | +0.1% | +1.7% | +1.9% |
| 30D | +4.2% | +7.1% | -3.0% | +8.1% |
| 3M | -3.3% | -2.0% | -1.3% | -5.5% |
| 6M | -43.6% | +7.3% | -51.0% | -42.0% |
| YTD | -41.9% | +23.5% | -65.3% | -34.1% |
| 1Y | -50.6% | +11.0% | -61.6% | -48.4% |
| 3Y | -89.3% | +95.0% | -184.3% | -82.2% |
| 5Y | -94.8% | +100.6% | -195.4% | -90.6% |
| All | -100.0% | +114.7% | -214.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 10y: compounded portfolio wealth divided by compounded MO 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…
10y analysis · Full analysis span regression · 6 months rolling