-100.0%
SQQQ vs MSTR
+1,607.7%
-1,707.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -1.0% |
| 7D | -0.9% | +12.2% | -13.1% | +4.9% |
| 30D | -0.3% | +45.2% | -45.5% | +19.5% |
| 3M | +2.7% | +10.4% | -7.7% | +13.4% |
| 6M | -43.8% | -2.5% | -41.3% | -39.1% |
| YTD | -42.9% | -6.0% | -36.9% | -36.7% |
| 1Y | -53.5% | -56.4% | +2.9% | -62.1% |
| 3Y | -89.4% | +306.3% | -395.7% | -60.1% |
| 5Y | -94.7% | +100.5% | -195.2% | -71.3% |
| 10Y | -100.0% | +741.1% | -841.1% | -99.1% |
| All | -100.0% | +1,607.7% | -1,707.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling