+268.7%
TQQQ vs MTSI
+241.4%
+27.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -2.1% |
| 7D | +4.4% | +4.9% | -0.5% | +0.3% |
| 30D | -3.1% | -11.6% | +8.5% | +5.6% |
| 3M | -5.2% | -24.1% | +18.9% | +16.4% |
| 6M | +52.4% | +32.4% | +20.0% | +12.1% |
| YTD | +37.4% | +60.4% | -23.0% | -19.1% |
| 1Y | +56.0% | +111.0% | -55.0% | -32.0% |
| 3Y | +268.7% | +246.1% | +22.6% | -7.1% |
| All | +268.7% | +241.4% | +27.3% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling