-100.0%
SQQQ vs MOS
-46.0%
-54.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +2.3% |
| 7D | +1.9% | +24.8% | -22.9% | +15.5% |
| 30D | +32.2% | +22.7% | +9.5% | +48.6% |
| 3M | +17.1% | -1.2% | +18.3% | +16.9% |
| 6M | +5.4% | +5.5% | -0.1% | +11.4% |
| YTD | -33.9% | -2.0% | -32.0% | -31.9% |
| 1Y | -31.3% | -7.9% | -23.4% | -31.7% |
| 3Y | -87.6% | -25.0% | -62.6% | -87.7% |
| 5Y | -93.3% | -27.7% | -65.5% | -92.1% |
| 10Y | -100.0% | -1.6% | -98.4% | -99.9% |
| All | -100.0% | -46.0% | -54.0% | -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