Turbo Noise

It could be normal, depends on what the noise level is, but I'm suspicious of a loose air intake system clamp allowing excess turbo boosted air to escape when you close the throttle when the turbo's spinning fast from just having been under load. Here's a directory link for you if you want an opinion from someone who can listen to it: http://repairpal.com/mazda-repair-in-scottsdale-arizona