-94.7%
SQQQ vs MOS
-7.1%
-87.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +1.5% |
| 7D | -4.2% | +7.1% | -11.2% | -1.2% |
| 30D | +2.4% | +15.0% | -12.6% | +8.9% |
| 3M | -5.7% | +24.1% | -29.8% | +5.2% |
| 6M | -46.6% | +2.7% | -49.3% | -44.3% |
| YTD | -42.7% | +12.2% | -54.9% | -37.5% |
| 1Y | -52.6% | -16.3% | -36.3% | -54.8% |
| 3Y | -89.8% | -23.3% | -66.5% | -89.6% |
| 5Y | -94.7% | -4.2% | -90.5% | -91.7% |
| All | -94.7% | -7.1% | -87.6% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling