-50.6%
SQQQ vs MSTZ
-18.6%
-32.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.9% |
| 7D | +1.8% | +17.0% | -15.2% | -1.0% |
| 30D | +4.2% | -61.8% | +65.9% | +18.8% |
| 3M | -3.3% | -54.6% | +51.3% | +3.2% |
| 6M | -43.6% | -59.3% | +15.6% | -40.3% |
| YTD | -41.9% | -74.6% | +32.7% | -38.3% |
| 1Y | -50.6% | -18.8% | -31.8% | -61.5% |
| All | -50.6% | -18.6% | -32.1% | -61.5% |
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