-100.0%
SQQQ vs MSCI
+2,545.9%
-2,645.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +5.0% |
| 7D | -11.0% | +2.7% | -13.7% | -7.9% |
| 30D | +17.9% | +17.4% | +0.5% | +43.9% |
| 3M | +19.5% | +14.8% | +4.7% | +42.1% |
| 6M | +4.2% | +16.1% | -11.9% | +22.9% |
| YTD | -35.6% | +16.0% | -51.6% | -23.2% |
| 1Y | -37.7% | +16.4% | -54.1% | -25.4% |
| 3Y | -88.0% | +35.3% | -123.4% | -79.7% |
| 5Y | -93.1% | +6.6% | -99.8% | -85.5% |
| 10Y | -100.0% | +815.7% | -915.7% | -97.5% |
| All | -100.0% | +2,545.9% | -2,645.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling