+19.8%
MA vs TMUS
-18.1%
+37.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +1.3% | +4.9% | -3.6% | +0.8% |
| 30D | +9.6% | +7.7% | +1.9% | +8.8% |
| 3M | +16.8% | -6.8% | +23.6% | +17.2% |
| 6M | +35.2% | -9.7% | +44.9% | +35.5% |
| YTD | +16.6% | -15.0% | +31.5% | +15.9% |
| 1Y | +19.8% | -19.1% | +38.9% | +21.1% |
| All | +19.8% | -18.1% | +37.9% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling