+2,876.9%
TQQQ vs MSI
+605.3%
+2,271.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +1.9% |
| 7D | -1.9% | -0.4% | -1.5% | -1.4% |
| 30D | -4.9% | -0.8% | -4.1% | -4.8% |
| 3M | -6.4% | +13.9% | -20.3% | -24.1% |
| 6M | +44.4% | +1.3% | +43.1% | +32.5% |
| YTD | +35.2% | +22.3% | +12.9% | -7.6% |
| 1Y | +49.5% | -3.9% | +53.4% | +42.1% |
| 3Y | +250.7% | +69.9% | +180.8% | +42.3% |
| 5Y | +104.7% | +103.8% | +0.9% | -28.9% |
| All | +2,876.9% | +605.3% | +2,271.6% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling