+24.4%
TMUS vs MAGS
+187.7%
-163.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | -5.3% | +0.8% | -6.1% | -5.3% |
| 30D | +0.1% | +0.4% | -0.3% | +0.1% |
| 3M | -0.6% | +5.6% | -6.2% | -0.7% |
| 6M | -17.5% | +12.3% | -29.9% | -17.8% |
| YTD | -11.3% | +5.1% | -16.3% | -11.2% |
| 1Y | -25.4% | +14.0% | -39.4% | -25.8% |
| 3Y | +35.5% | +129.4% | -93.9% | +23.1% |
| All | +24.4% | +187.7% | -163.3% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling