-89.8%
SQQQ vs MS
+181.7%
-271.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | -0.5% |
| 7D | -4.2% | +2.5% | -6.6% | -1.1% |
| 30D | +2.4% | 0.0% | +2.5% | +2.7% |
| 3M | -5.7% | +2.4% | -8.1% | +0.4% |
| 6M | -46.6% | +36.4% | -83.0% | -16.7% |
| YTD | -42.7% | +23.8% | -66.5% | -19.1% |
| 1Y | -52.6% | +48.6% | -101.2% | -13.7% |
| 3Y | -89.8% | +179.1% | -269.0% | -57.8% |
| All | -89.8% | +181.7% | -271.5% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling