-100.0%
SQQQ vs MTSI
+1,208.2%
-1,308.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +10.3% | -17.2% | 0.0% |
| 7D | -2.4% | +7.2% | -9.6% | +6.8% |
| 30D | +20.6% | -18.4% | +39.0% | +13.5% |
| 3M | +7.8% | -16.7% | +24.5% | +5.9% |
| 6M | -1.0% | -31.7% | +30.7% | -7.5% |
| YTD | -38.5% | +45.9% | -84.4% | +0.1% |
| 1Y | -36.6% | +47.0% | -83.6% | +5.5% |
| 3Y | -88.5% | +224.1% | -312.6% | -55.6% |
| 5Y | -93.7% | +238.5% | -332.2% | -65.0% |
| 10Y | -100.0% | +512.7% | -612.7% | -99.4% |
| All | -100.0% | +1,208.2% | -1,308.2% | -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