-100.0%
SQQQ vs MSTR
+652.3%
-752.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +2.1% |
| 7D | +4.1% | -11.2% | +15.3% | -0.5% |
| 30D | +4.6% | +33.8% | -29.2% | +19.2% |
| 3M | -10.4% | +11.5% | -21.9% | -2.3% |
| 6M | -42.1% | -7.2% | -35.0% | -38.9% |
| YTD | -40.3% | -15.4% | -24.9% | -36.8% |
| 1Y | -50.2% | -60.6% | +10.4% | -59.6% |
| 3Y | -89.4% | +260.8% | -350.2% | -66.8% |
| 5Y | -94.7% | +108.8% | -203.5% | -74.2% |
| All | -100.0% | +652.3% | -752.3% | -99.1% |
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