-93.7%
SQQQ vs MAGS
+190.0%
-283.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -0.5% |
| 7D | +1.8% | +0.6% | +1.2% | +3.2% |
| 30D | +4.2% | +3.2% | +0.9% | +11.7% |
| 3M | -3.3% | +7.7% | -11.0% | +16.5% |
| 6M | -43.6% | +12.5% | -56.1% | -21.3% |
| YTD | -41.9% | +6.0% | -47.8% | -26.7% |
| 1Y | -50.6% | +14.4% | -65.0% | -23.8% |
| 3Y | -89.3% | +127.5% | -216.8% | +12.6% |
| All | -93.7% | +190.0% | -283.8% | +14.0% |
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