-100.0%
SQQQ vs MTSI
+571.2%
-671.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.3% | +3.9% |
| 7D | -2.7% | +11.1% | -13.8% | +5.1% |
| 30D | +2.4% | -3.7% | +6.1% | +0.7% |
| 3M | -8.0% | -20.2% | +12.2% | -15.8% |
| 6M | -43.9% | +30.8% | -74.8% | -22.2% |
| YTD | -42.2% | +67.0% | -109.3% | -2.1% |
| 1Y | -51.8% | +120.4% | -172.2% | +4.7% |
| 3Y | -89.7% | +260.4% | -350.1% | -55.3% |
| 5Y | -94.7% | +356.3% | -451.0% | -61.8% |
| 10Y | -100.0% | +581.1% | -681.0% | -99.3% |
| All | -100.0% | +571.2% | -671.1% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling