+120.4%
TQQQ vs MSTZ
-99.1%
+219.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.3% | +1.9% |
| 7D | -1.9% | +17.0% | -19.0% | +1.1% |
| 30D | -4.9% | -61.8% | +56.9% | -17.1% |
| 3M | -6.4% | -54.6% | +48.2% | -11.8% |
| 6M | +44.4% | -59.3% | +103.7% | +41.9% |
| YTD | +35.2% | -74.6% | +109.7% | +33.4% |
| 1Y | +49.5% | -18.8% | +68.3% | +95.5% |
| All | +120.4% | -99.1% | +219.6% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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