-94.7%
SQQQ vs MSCI
-11.2%
-83.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +1.5% |
| 7D | -2.7% | -1.1% | -1.6% | -3.8% |
| 30D | +2.4% | -1.2% | +3.6% | +1.1% |
| 3M | -8.0% | -8.4% | +0.4% | -19.0% |
| 6M | -43.9% | -1.0% | -42.9% | -45.2% |
| YTD | -42.2% | -2.3% | -40.0% | -44.0% |
| 1Y | -51.8% | -1.2% | -50.6% | -52.8% |
| 3Y | -89.7% | +7.9% | -97.7% | -86.4% |
| 5Y | -94.7% | -10.1% | -84.6% | -89.4% |
| All | -94.7% | -11.2% | -83.5% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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