+191.0%
MAGS vs SOXQ
+288.5%
-97.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.8% | +5.2% | -4.4% | -1.6% |
| 30D | +0.4% | -0.5% | +0.9% | +0.3% |
| 3M | +5.6% | -5.6% | +11.2% | +5.6% |
| 6M | +12.3% | +53.0% | -40.7% | -15.3% |
| YTD | +5.1% | +68.8% | -63.7% | -25.6% |
| 1Y | +14.0% | +105.7% | -91.8% | -28.7% |
| 3Y | +129.4% | +240.5% | -111.1% | +4.8% |
| All | +191.0% | +288.5% | -97.5% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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