-78.9%
SQQQ vs MSTU
-87.2%
+8.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | -0.2% |
| 7D | -2.7% | +12.9% | -15.6% | +0.6% |
| 30D | +2.4% | +68.3% | -65.9% | +16.5% |
| 3M | -8.0% | +0.4% | -8.4% | -0.9% |
| 6M | -43.9% | -41.5% | -2.4% | -42.1% |
| YTD | -42.2% | -61.7% | +19.5% | -40.9% |
| 1Y | -51.8% | -93.7% | +41.9% | -63.5% |
| All | -78.9% | -87.2% | +8.3% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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