+105.2%
TQQQ vs MSI
+102.7%
+2.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +1.9% |
| 7D | -1.9% | -0.4% | -1.5% | -1.5% |
| 30D | -4.9% | -0.8% | -4.1% | -4.8% |
| 3M | -6.4% | +13.9% | -20.3% | -23.8% |
| 6M | +44.4% | +1.3% | +43.1% | +33.9% |
| YTD | +35.2% | +22.3% | +12.9% | -9.1% |
| 1Y | +49.5% | -3.9% | +53.4% | +45.5% |
| 3Y | +250.7% | +69.9% | +180.8% | +17.4% |
| All | +105.2% | +102.7% | +2.5% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling