-100.0%
SQQQ vs MOS
+12.0%
-111.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.3% |
| 7D | -2.7% | +1.7% | -4.4% | -1.9% |
| 30D | +2.4% | +11.7% | -9.3% | +8.1% |
| 3M | -8.0% | +23.2% | -31.2% | +3.4% |
| 6M | -43.9% | -1.6% | -42.3% | -42.8% |
| YTD | -42.2% | +10.8% | -53.1% | -37.1% |
| 1Y | -51.8% | -16.2% | -35.6% | -54.0% |
| 3Y | -89.7% | -24.2% | -65.5% | -89.7% |
| 5Y | -94.7% | -6.6% | -88.1% | -92.9% |
| 10Y | -100.0% | +16.3% | -116.3% | -99.9% |
| All | -100.0% | +12.0% | -111.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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