+569.6%
MA vs TMUS
+248.1%
+321.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.4% |
| 7D | -1.8% | +8.2% | -9.9% | -4.8% |
| 30D | +11.0% | +13.4% | -2.3% | +5.3% |
| 3M | +17.9% | -3.0% | +20.9% | +18.0% |
| 6M | +33.2% | -8.8% | +41.9% | +35.4% |
| YTD | +16.5% | -13.8% | +30.3% | +20.5% |
| 1Y | +19.1% | -17.1% | +36.2% | +25.2% |
| 3Y | +70.6% | +22.7% | +47.9% | +44.2% |
| 5Y | +92.1% | +52.8% | +39.3% | +43.4% |
| 10Y | +569.6% | +244.6% | +325.0% | +257.6% |
| All | +569.6% | +248.1% | +321.5% | +257.6% |
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