-94.7%
SQQQ vs MSI
+100.4%
-195.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +4.4% |
| 7D | +4.1% | -1.8% | +5.8% | +1.7% |
| 30D | +4.6% | -0.6% | +5.3% | +3.4% |
| 3M | -10.4% | +13.0% | -23.4% | +4.3% |
| 6M | -42.1% | +0.5% | -42.6% | -44.0% |
| YTD | -40.3% | +21.7% | -62.0% | -22.6% |
| 1Y | -50.2% | -2.6% | -47.6% | -55.6% |
| 3Y | -89.4% | +69.7% | -159.1% | -69.1% |
| 5Y | -94.7% | +102.8% | -197.4% | -65.1% |
| All | -94.7% | +100.4% | -195.1% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling