-100.0%
SQQQ vs MS
+1,039.8%
-1,139.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.1% |
| 7D | -0.9% | +1.4% | -2.3% | +0.7% |
| 30D | -0.3% | -0.3% | 0.0% | -0.2% |
| 3M | +2.7% | +0.3% | +2.4% | +6.6% |
| 6M | -43.8% | +31.3% | -75.2% | -19.5% |
| YTD | -42.9% | +24.7% | -67.6% | -21.4% |
| 1Y | -53.5% | +47.9% | -101.4% | -21.1% |
| 3Y | -89.4% | +178.3% | -267.8% | -54.6% |
| 5Y | -94.7% | +144.9% | -239.6% | -72.9% |
| 10Y | -100.0% | +804.5% | -904.5% | -98.7% |
| All | -100.0% | +1,039.8% | -1,139.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling