+216.6%
TMUS vs MGY
+199.8%
+16.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.3% |
| 7D | +0.1% | +2.1% | -2.0% | -0.2% |
| 30D | +5.3% | +13.8% | -8.6% | +3.6% |
| 3M | +3.1% | -4.3% | +7.4% | +3.4% |
| 6M | -16.5% | -5.1% | -11.4% | -16.2% |
| YTD | -9.2% | +24.8% | -34.0% | -11.9% |
| 1Y | -26.5% | +11.8% | -38.3% | -27.9% |
| 3Y | +39.0% | +23.5% | +15.5% | +32.7% |
| 5Y | +40.4% | +87.5% | -47.1% | +23.5% |
| All | +216.6% | +199.8% | +16.8% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling