-100.0%
SQQQ vs MSI
+605.3%
-705.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -1.9% |
| 7D | +1.8% | -0.4% | +2.2% | +1.3% |
| 30D | +4.2% | -0.8% | +4.9% | +2.7% |
| 3M | -3.3% | +13.9% | -17.2% | +14.2% |
| 6M | -43.6% | +1.3% | -45.0% | -44.3% |
| YTD | -41.9% | +22.3% | -64.2% | -25.0% |
| 1Y | -50.6% | -3.9% | -46.8% | -55.5% |
| 3Y | -89.3% | +69.9% | -159.2% | -73.6% |
| 5Y | -94.8% | +103.8% | -198.6% | -76.2% |
| All | -100.0% | +605.3% | -705.2% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling