-87.6%
SQQQ vs MOS
-24.7%
-63.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +2.1% |
| 7D | +1.9% | +24.8% | -22.9% | +10.0% |
| 30D | +32.2% | +22.7% | +9.5% | +42.1% |
| 3M | +17.1% | -1.2% | +18.3% | +16.7% |
| 6M | +5.4% | +5.5% | -0.1% | +9.5% |
| YTD | -33.9% | -2.0% | -32.0% | -31.6% |
| 1Y | -31.3% | -7.9% | -23.4% | -31.1% |
| 3Y | -87.6% | -25.0% | -62.6% | -86.4% |
| All | -87.6% | -24.7% | -63.0% | -86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling