+593.1%
MA vs TMUS
+244.6%
+348.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | +1.3% | +4.9% | -3.6% | -0.7% |
| 30D | +9.6% | +7.7% | +1.9% | +6.1% |
| 3M | +16.8% | -6.8% | +23.6% | +18.9% |
| 6M | +35.2% | -9.7% | +44.9% | +38.0% |
| YTD | +16.6% | -15.0% | +31.5% | +21.2% |
| 1Y | +19.8% | -19.1% | +38.9% | +27.3% |
| 3Y | +70.7% | +21.4% | +49.3% | +44.9% |
| 5Y | +87.4% | +51.2% | +36.2% | +40.4% |
| All | +593.1% | +244.6% | +348.5% | +271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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