+29,083.4%
TQQQ vs MS
+896.4%
+28,187.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.1% |
| 7D | +18.6% | +3.7% | +15.0% | +14.3% |
| 30D | -24.0% | +2.0% | -26.0% | -24.4% |
| 3M | -19.6% | -12.6% | -7.0% | -5.5% |
| 6M | -19.8% | -0.3% | -19.5% | -17.7% |
| YTD | +14.3% | +9.0% | +5.3% | +6.2% |
| 1Y | +8.2% | +13.9% | -5.7% | -3.9% |
| 3Y | +203.4% | +173.6% | +29.8% | +9.0% |
| 5Y | +52.2% | +122.0% | -69.8% | -23.9% |
| 10Y | +2,456.4% | +551.2% | +1,905.2% | +391.8% |
| All | +29,083.4% | +896.4% | +28,187.0% | +4,337.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling