-100.0%
SQQQ vs MSI
+2,156.8%
-2,256.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -1.6% |
| 7D | -0.9% | -3.7% | +2.8% | -5.8% |
| 30D | -0.3% | +6.8% | -7.1% | +8.0% |
| 3M | +2.7% | +14.3% | -11.6% | +21.2% |
| 6M | -43.8% | -1.6% | -42.3% | -46.4% |
| YTD | -42.9% | +22.8% | -65.7% | -26.5% |
| 1Y | -53.5% | -1.1% | -52.4% | -55.9% |
| 3Y | -89.4% | +70.5% | -159.9% | -75.1% |
| 5Y | -94.7% | +102.8% | -197.5% | -77.9% |
| 10Y | -100.0% | +597.4% | -697.4% | -98.8% |
| All | -100.0% | +2,156.8% | -2,256.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling