+70.1%
MA vs TMUS
+20.7%
+49.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +1.8% | +9.5% | -7.7% | +0.2% |
| 30D | +11.8% | +13.8% | -2.0% | +9.3% |
| 3M | +17.2% | -4.6% | +21.7% | +17.7% |
| 6M | +33.4% | -11.7% | +45.1% | +35.6% |
| YTD | +16.1% | -15.4% | +31.5% | +18.6% |
| 1Y | +19.9% | -16.1% | +36.0% | +22.7% |
| 3Y | +70.1% | +20.5% | +49.6% | +59.0% |
| All | +70.1% | +20.7% | +49.4% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling