+99.6%
TQQQ vs MA
+64.1%
+35.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.7% |
| 7D | -3.9% | -3.5% | -0.4% | +1.3% |
| 30D | -5.3% | +0.7% | -6.0% | -7.1% |
| 3M | +0.1% | +15.8% | -15.6% | -23.5% |
| 6M | +40.7% | +10.2% | +30.4% | +12.8% |
| YTD | +31.8% | -0.5% | +32.3% | +23.6% |
| 1Y | +48.2% | -1.8% | +50.0% | +39.6% |
| 3Y | +253.6% | +38.7% | +214.9% | +81.1% |
| 5Y | +99.6% | +67.6% | +32.0% | -15.6% |
| All | +99.6% | +64.1% | +35.5% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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