-94.7%
SQQQ vs MTSI
+331.9%
-426.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | +2.5% |
| 7D | -4.2% | +4.9% | -9.0% | +0.5% |
| 30D | +2.4% | -11.6% | +14.0% | -8.3% |
| 3M | -5.7% | -24.1% | +18.4% | -22.1% |
| 6M | -46.6% | +32.4% | -79.0% | -15.5% |
| YTD | -42.7% | +60.4% | -103.2% | +14.0% |
| 1Y | -52.6% | +111.0% | -163.6% | +35.8% |
| 3Y | -89.8% | +246.1% | -336.0% | -12.3% |
| 5Y | -94.7% | +340.3% | -435.0% | +13.0% |
| All | -94.7% | +331.9% | -426.6% | +13.0% |
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