-100.0%
SQQQ vs MS
+799.6%
-899.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +1.6% |
| 7D | +4.1% | -2.1% | +6.1% | +1.4% |
| 30D | +4.6% | -1.1% | +5.7% | +3.5% |
| 3M | -10.4% | +3.5% | -13.9% | -3.4% |
| 6M | -42.1% | +33.7% | -75.8% | -10.1% |
| YTD | -40.3% | +21.8% | -62.1% | -16.3% |
| 1Y | -50.2% | +41.1% | -91.3% | -13.4% |
| 3Y | -89.4% | +174.5% | -263.9% | -43.4% |
| 5Y | -94.7% | +140.7% | -235.3% | -65.8% |
| All | -100.0% | +799.6% | -899.6% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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