-51.8%
SQQQ vs MTSI
+119.6%
-171.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.3% | +3.2% |
| 7D | -2.7% | +11.1% | -13.8% | +3.4% |
| 30D | +2.4% | -3.7% | +6.1% | +1.2% |
| 3M | -8.0% | -20.2% | +12.2% | -13.8% |
| 6M | -43.9% | +30.8% | -74.8% | -29.7% |
| YTD | -42.2% | +67.0% | -109.3% | -17.0% |
| 1Y | -51.8% | +120.4% | -172.2% | -15.9% |
| All | -51.8% | +119.6% | -171.4% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling