-100.0%
SQQQ vs MSTR
+461.5%
-561.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.2% | +2.8% |
| 7D | -11.0% | -13.4% | +2.4% | -15.8% |
| 30D | +17.9% | -22.1% | +40.0% | +9.3% |
| 3M | +19.5% | +15.0% | +4.5% | +32.8% |
| 6M | +4.2% | -37.3% | +41.5% | -4.8% |
| YTD | -35.6% | -26.5% | -9.1% | -33.2% |
| 1Y | -37.7% | -46.5% | +8.8% | -42.3% |
| 3Y | -88.0% | +121.1% | -209.1% | -69.2% |
| 5Y | -93.1% | +37.5% | -130.6% | -70.9% |
| All | -100.0% | +461.5% | -561.5% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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