+666.9%
SOXL vs MAGS
+190.0%
+476.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +2.3% |
| 7D | +3.9% | +0.6% | +3.2% | +2.0% |
| 30D | -14.3% | +3.2% | -17.5% | -22.8% |
| 3M | -45.6% | +7.7% | -53.3% | -57.3% |
| 6M | +117.2% | +12.5% | +104.7% | +63.7% |
| YTD | +189.8% | +6.0% | +183.9% | +164.9% |
| 1Y | +317.7% | +14.4% | +303.4% | +227.6% |
| 3Y | +478.6% | +127.5% | +351.1% | +14.5% |
| All | +666.9% | +190.0% | +476.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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