-26.5%
TMUS vs MAGS
+15.9%
-42.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.6% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | +5.3% | +1.5% | +3.8% | +5.4% |
| 3M | +3.1% | +0.5% | +2.7% | +2.7% |
| 6M | -16.5% | +11.6% | -28.0% | -14.0% |
| YTD | -9.2% | +5.3% | -14.4% | -7.4% |
| 1Y | -26.5% | +14.9% | -41.4% | -23.3% |
| All | -26.5% | +15.9% | -42.4% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling