+101.2%
TQQQ vs MTSI
+331.9%
-230.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -2.4% |
| 7D | +4.4% | +4.9% | -0.5% | -0.6% |
| 30D | -3.1% | -11.6% | +8.5% | +7.2% |
| 3M | -5.2% | -24.1% | +18.9% | +20.0% |
| 6M | +52.4% | +32.4% | +20.0% | +2.6% |
| YTD | +37.4% | +60.4% | -23.0% | -29.4% |
| 1Y | +56.0% | +111.0% | -55.0% | -43.9% |
| 3Y | +268.7% | +246.1% | +22.6% | -34.3% |
| 5Y | +101.2% | +340.3% | -239.1% | -73.2% |
| All | +101.2% | +331.9% | -230.6% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling