-100.0%
SQQQ vs MOS
-39.8%
-60.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | +0.4% |
| 7D | -0.9% | +9.5% | -10.5% | +4.2% |
| 30D | -0.3% | +10.4% | -10.7% | +5.3% |
| 3M | +2.7% | +12.9% | -10.2% | +11.7% |
| 6M | -43.8% | +1.2% | -45.1% | -41.6% |
| YTD | -42.9% | +9.3% | -52.2% | -37.8% |
| 1Y | -53.5% | -18.0% | -35.6% | -56.6% |
| 3Y | -89.4% | -29.0% | -60.4% | -89.8% |
| 5Y | -94.7% | -9.6% | -85.1% | -92.8% |
| 10Y | -100.0% | +6.1% | -106.0% | -99.9% |
| All | -100.0% | -39.8% | -60.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling