+101.2%
TQQQ vs MS
+144.2%
-42.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.7% |
| 7D | +4.4% | +2.5% | +1.9% | +0.8% |
| 30D | -3.1% | 0.0% | -3.1% | -3.2% |
| 3M | -5.2% | +2.4% | -7.6% | -8.2% |
| 6M | +52.4% | +36.4% | +16.0% | -1.6% |
| YTD | +37.4% | +23.8% | +13.6% | +0.4% |
| 1Y | +56.0% | +48.6% | +7.3% | -12.9% |
| 3Y | +268.7% | +179.1% | +89.5% | -19.4% |
| 5Y | +101.2% | +144.8% | -43.6% | -46.0% |
| All | +101.2% | +144.2% | -42.9% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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