+213.8%
SPXL vs MAGS
+126.1%
+87.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.5% |
| 7D | -6.0% | -1.8% | -4.2% | -3.5% |
| 30D | -5.8% | +1.1% | -6.9% | -7.3% |
| 3M | +10.9% | +7.7% | +3.1% | -0.8% |
| 6M | +31.9% | +11.7% | +20.2% | +12.9% |
| YTD | +25.8% | +4.9% | +20.9% | +18.4% |
| 1Y | +39.8% | +14.3% | +25.4% | +16.5% |
| All | +213.8% | +126.1% | +87.7% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling