-93.3%
SQQQ vs MTSI
+209.3%
-302.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +0.4% |
| 7D | +1.9% | -3.8% | +5.7% | +2.9% |
| 30D | +32.2% | -31.4% | +63.6% | +0.8% |
| 3M | +17.1% | -23.8% | +40.8% | +1.3% |
| 6M | +5.4% | -37.1% | +42.5% | -17.0% |
| YTD | -33.9% | +32.2% | -66.2% | +21.6% |
| 1Y | -31.3% | +26.9% | -58.3% | +23.6% |
| 3Y | -87.6% | +193.7% | -281.4% | +0.8% |
| 5Y | -93.3% | +218.0% | -311.3% | +12.1% |
| All | -93.3% | +209.3% | -302.6% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling