-100.0%
SQQQ vs MTSI
+454.4%
-554.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +0.7% |
| 7D | +1.9% | -3.8% | +5.7% | +3.1% |
| 30D | +32.2% | -31.4% | +63.6% | +8.4% |
| 3M | +17.1% | -23.8% | +40.8% | +6.5% |
| 6M | +5.4% | -37.1% | +42.5% | -9.0% |
| YTD | -33.9% | +32.2% | -66.2% | +3.7% |
| 1Y | -31.3% | +26.9% | -58.3% | +6.6% |
| 3Y | -87.6% | +193.7% | -281.4% | -49.7% |
| 5Y | -93.3% | +218.0% | -311.3% | -58.5% |
| 10Y | -100.0% | +477.8% | -577.7% | -99.2% |
| All | -100.0% | +454.4% | -554.4% | -99.2% |
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