-100.0%
SQQQ vs MTSI
+1,308.1%
-1,408.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | +1.9% |
| 7D | -0.9% | +1.4% | -2.3% | 0.0% |
| 30D | -0.3% | +2.1% | -2.4% | +2.4% |
| 3M | +2.7% | -29.7% | +32.5% | -11.6% |
| 6M | -43.8% | +12.5% | -56.4% | -30.9% |
| YTD | -42.9% | +57.0% | -99.9% | -11.1% |
| 1Y | -53.5% | +103.9% | -157.5% | -10.3% |
| 3Y | -89.4% | +223.6% | -313.0% | -62.2% |
| 5Y | -94.7% | +321.6% | -416.2% | -69.2% |
| 10Y | -100.0% | +517.7% | -617.7% | -99.5% |
| All | -100.0% | +1,308.1% | -1,408.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling