+242.0%
TQQQ vs MSI
+69.5%
+172.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.9% |
| 7D | -3.9% | -1.8% | -2.1% | -2.8% |
| 30D | -5.3% | -0.6% | -4.6% | -5.2% |
| 3M | +0.1% | +13.0% | -12.9% | -9.8% |
| 6M | +40.7% | +0.5% | +40.1% | +38.5% |
| YTD | +31.8% | +21.7% | +10.1% | +4.0% |
| 1Y | +48.2% | -2.6% | +50.8% | +51.1% |
| All | +242.0% | +69.5% | +172.5% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling