-93.8%
SQQQ vs MAGS
+187.7%
-281.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.6% |
| 7D | -2.7% | +0.8% | -3.5% | -1.0% |
| 30D | +2.4% | +0.4% | +2.0% | +3.6% |
| 3M | -8.0% | +5.6% | -13.6% | +6.8% |
| 6M | -43.9% | +12.3% | -56.3% | -22.0% |
| YTD | -42.2% | +5.1% | -47.3% | -28.4% |
| 1Y | -51.8% | +14.0% | -65.8% | -26.1% |
| 3Y | -89.7% | +129.4% | -219.1% | +10.0% |
| All | -93.8% | +187.7% | -281.4% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling