+12,651.1%
TQQQ vs MTSI
+1,308.1%
+11,343.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -1.8% |
| 7D | +0.7% | +1.4% | -0.7% | -0.2% |
| 30D | -0.6% | +2.1% | -2.7% | -4.2% |
| 3M | -14.9% | -29.7% | +14.8% | +6.6% |
| 6M | +44.6% | +12.5% | +32.0% | +29.4% |
| YTD | +37.8% | +57.0% | -19.2% | -3.3% |
| 1Y | +59.2% | +103.9% | -44.7% | -7.4% |
| 3Y | +254.1% | +223.6% | +30.5% | +59.3% |
| 5Y | +100.6% | +321.6% | -221.0% | -15.5% |
| 10Y | +2,857.5% | +517.7% | +2,339.8% | +751.6% |
| All | +12,651.1% | +1,308.1% | +11,343.0% | +2,414.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling