-50.2%
SQQQ vs MOD
+25.1%
-75.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.6% | +6.9% | +1.6% |
| 7D | +4.1% | -3.9% | +8.0% | +2.3% |
| 30D | +4.6% | -9.6% | +14.2% | +0.5% |
| 3M | -10.4% | -30.6% | +20.2% | -20.3% |
| 6M | -42.1% | -10.9% | -31.2% | -41.6% |
| YTD | -40.3% | +34.3% | -74.6% | -30.0% |
| 1Y | -50.2% | +18.3% | -68.5% | -42.0% |
| All | -50.2% | +25.1% | -75.3% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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