-100.0%
SQQQ vs MS
+896.4%
-996.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.1% |
| 7D | -17.4% | +3.7% | -21.1% | -13.6% |
| 30D | +20.4% | +2.0% | +18.4% | +26.2% |
| 3M | +11.2% | -12.6% | +23.8% | -0.8% |
| 6M | -2.6% | -0.3% | -2.4% | +3.9% |
| YTD | -37.9% | +9.0% | -46.9% | -24.0% |
| 1Y | -36.2% | +13.9% | -50.0% | -17.2% |
| 3Y | -88.4% | +173.6% | -262.0% | -50.3% |
| 5Y | -93.4% | +122.0% | -215.4% | -69.3% |
| 10Y | -100.0% | +551.2% | -651.2% | -99.0% |
| All | -100.0% | +896.4% | -996.4% | -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