-94.7%
SQQQ vs MS
+144.3%
-239.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.3% |
| 7D | -2.7% | +1.7% | -4.4% | -0.3% |
| 30D | +2.4% | 0.0% | +2.4% | +2.8% |
| 3M | -8.0% | +3.0% | -11.0% | -0.8% |
| 6M | -43.9% | +35.7% | -79.6% | -7.1% |
| YTD | -42.2% | +23.3% | -65.5% | -14.9% |
| 1Y | -51.8% | +44.7% | -96.5% | -8.0% |
| 3Y | -89.7% | +178.0% | -267.7% | -31.9% |
| 5Y | -94.7% | +143.2% | -237.9% | -53.3% |
| All | -94.7% | +144.3% | -239.0% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling