+2,545.7%
TQQQ vs MTSI
+498.4%
+2,047.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.3% |
| 7D | +18.6% | +29.1% | -10.5% | -1.9% |
| 30D | -24.0% | -20.4% | -3.6% | -11.0% |
| 3M | -19.6% | -20.9% | +1.3% | -8.1% |
| 6M | -19.8% | -32.3% | +12.5% | +1.3% |
| YTD | +14.3% | +43.5% | -29.2% | -20.6% |
| 1Y | +8.2% | +43.8% | -35.6% | -24.8% |
| 3Y | +203.4% | +218.8% | -15.3% | +19.7% |
| 5Y | +52.2% | +228.3% | -176.1% | -36.0% |
| All | +2,545.7% | +498.4% | +2,047.3% | +514.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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