-100.0%
SQQQ vs MS
+887.9%
-987.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +2.1% |
| 7D | +1.9% | +0.8% | +1.1% | +4.4% |
| 30D | +32.2% | -0.7% | +32.9% | +34.4% |
| 3M | +17.1% | -12.4% | +29.5% | +4.6% |
| 6M | +5.4% | -1.7% | +7.2% | +10.5% |
| YTD | -33.9% | +8.0% | -42.0% | -20.0% |
| 1Y | -31.3% | +16.2% | -47.5% | -9.0% |
| 3Y | -87.6% | +171.3% | -258.9% | -47.7% |
| 5Y | -93.3% | +124.8% | -218.0% | -68.4% |
| 10Y | -100.0% | +553.7% | -653.6% | -98.9% |
| All | -100.0% | +887.9% | -987.9% | -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