+218.0%
TMUS vs MGY
+210.4%
+7.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +0.4% | +3.5% | -3.1% | 0.0% |
| 30D | +3.5% | +5.3% | -1.7% | +2.9% |
| 3M | -1.3% | +2.6% | -4.0% | -1.8% |
| 6M | -13.6% | -3.3% | -10.3% | -13.6% |
| YTD | -8.8% | +29.2% | -38.0% | -11.9% |
| 1Y | -22.9% | +18.0% | -40.9% | -24.8% |
| 3Y | +36.7% | +30.0% | +6.7% | +29.8% |
| 5Y | +46.6% | +92.7% | -46.1% | +28.6% |
| All | +218.0% | +210.4% | +7.6% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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