-22.1%
SQQQ vs MOH
+43.5%
-65.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -4.3% | +23.5% | +19.4% |
| 7D | +31.0% | +8.9% | +22.1% | +29.8% |
| 30D | +55.7% | +11.0% | +44.7% | +54.0% |
| 3M | +31.2% | +11.0% | +20.2% | +29.8% |
| 6M | +5.1% | +12.7% | -7.7% | +3.4% |
| YTD | -24.9% | +24.8% | -49.7% | -25.9% |
| 1Y | -22.1% | +44.7% | -66.7% | -22.4% |
| All | -22.1% | +43.5% | -65.5% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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