+298.8%
SPXL vs MAGS
+190.0%
+108.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +0.9% |
| 7D | -2.5% | +0.6% | -3.2% | -3.4% |
| 30D | -4.2% | +3.2% | -7.4% | -8.5% |
| 3M | +8.1% | +7.7% | +0.4% | -3.0% |
| 6M | +35.6% | +12.5% | +23.2% | +15.3% |
| YTD | +28.8% | +6.0% | +22.8% | +19.7% |
| 1Y | +39.8% | +14.4% | +25.4% | +17.0% |
| 3Y | +221.4% | +127.5% | +93.9% | +13.3% |
| All | +298.8% | +190.0% | +108.8% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling