-53.5%
SQQQ vs MSTZ
-29.5%
-24.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.9% |
| 7D | -0.9% | -29.7% | +28.8% | +3.6% |
| 30D | -0.3% | -65.3% | +65.0% | +15.5% |
| 3M | +2.7% | -57.3% | +60.1% | +10.8% |
| 6M | -43.8% | -61.6% | +17.8% | -39.8% |
| YTD | -42.9% | -78.3% | +35.4% | -37.7% |
| 1Y | -53.5% | -30.2% | -23.3% | -62.6% |
| All | -53.5% | -29.5% | -24.1% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling