+15.3%
TQQQ vs MTSI
+43.9%
-28.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.1% |
| 7D | +18.6% | +29.1% | -10.5% | +1.5% |
| 30D | -24.0% | -20.4% | -3.6% | -13.9% |
| 3M | -19.6% | -20.9% | +1.3% | -10.1% |
| 6M | -19.8% | -32.3% | +12.5% | -1.6% |
| YTD | +14.3% | +43.5% | -29.2% | -6.9% |
| All | +15.3% | +43.9% | -28.6% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling