-94.7%
SQQQ vs MSTR
+105.7%
-200.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | -0.3% |
| 7D | -2.7% | +7.7% | -10.4% | +0.8% |
| 30D | +2.4% | +36.3% | -33.9% | +17.9% |
| 3M | -8.0% | +13.4% | -21.4% | +1.2% |
| 6M | -43.9% | -4.5% | -39.4% | -40.1% |
| YTD | -42.2% | -12.7% | -29.6% | -38.1% |
| 1Y | -51.8% | -59.6% | +7.8% | -61.0% |
| 3Y | -89.7% | +272.5% | -362.2% | -63.4% |
| 5Y | -94.7% | +107.1% | -201.8% | -70.8% |
| All | -94.7% | +105.7% | -200.4% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling