+10,082.5%
TQQQ vs MTSI
+1,115.0%
+8,967.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | 0.0% |
| 7D | +10.4% | +10.0% | +0.4% | +3.6% |
| 30D | -22.2% | -20.3% | -1.8% | -9.9% |
| 3M | -25.1% | -24.4% | -0.7% | -12.5% |
| 6M | -25.0% | -39.2% | +14.2% | +0.3% |
| YTD | +10.1% | +35.5% | -25.4% | -16.7% |
| 1Y | +11.0% | +43.0% | -32.0% | -18.8% |
| 3Y | +195.0% | +196.3% | -1.3% | +37.4% |
| 5Y | +46.6% | +210.0% | -163.4% | -27.5% |
| 10Y | +2,362.5% | +469.1% | +1,893.4% | +644.2% |
| All | +10,082.5% | +1,115.0% | +8,967.5% | +2,066.5% |
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