+250.7%
TQQQ vs MAGS
+128.4%
+122.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.5% | +0.5% |
| 7D | -1.9% | +0.6% | -2.6% | -3.2% |
| 30D | -4.9% | +3.2% | -8.1% | -10.9% |
| 3M | -6.4% | +7.7% | -14.1% | -19.5% |
| 6M | +44.4% | +12.5% | +31.9% | +16.5% |
| YTD | +35.2% | +6.0% | +29.2% | +24.4% |
| 1Y | +49.5% | +14.4% | +35.1% | +19.9% |
| 3Y | +250.7% | +127.5% | +123.2% | -14.0% |
| All | +250.7% | +128.4% | +122.3% | -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 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