-78.8%
SQQQ vs MSTZ
-99.1%
+20.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.9% |
| 7D | +1.8% | +17.0% | -15.2% | -1.2% |
| 30D | +4.2% | -61.8% | +65.9% | +19.6% |
| 3M | -3.3% | -54.6% | +51.3% | +4.1% |
| 6M | -43.6% | -59.3% | +15.6% | -39.9% |
| YTD | -41.9% | -74.6% | +32.7% | -37.8% |
| 1Y | -50.6% | -18.8% | -31.8% | -59.4% |
| All | -78.8% | -99.1% | +20.3% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling