-100.0%
SQQQ vs MTSI
+1,115.0%
-1,215.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.6% | +9.3% | 0.0% |
| 7D | -11.0% | +10.0% | -21.0% | -3.7% |
| 30D | +17.9% | -20.3% | +38.3% | +9.2% |
| 3M | +19.5% | -24.4% | +43.9% | +10.1% |
| 6M | +4.2% | -39.2% | +43.4% | -9.8% |
| YTD | -35.6% | +35.5% | -71.1% | 0.0% |
| 1Y | -37.7% | +43.0% | -80.7% | +1.8% |
| 3Y | -88.0% | +196.3% | -284.3% | -56.5% |
| 5Y | -93.1% | +210.0% | -303.2% | -64.1% |
| 10Y | -100.0% | +469.1% | -569.0% | -99.4% |
| All | -100.0% | +1,115.0% | -1,215.0% | -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