+92.3%
MA vs TMUS
+38.7%
+53.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +2.3% | +3.6% | -1.3% | +1.3% |
| 30D | +14.7% | -3.4% | +18.0% | +15.0% |
| 3M | +13.5% | -9.5% | +23.0% | +16.1% |
| 6M | +33.1% | -15.2% | +48.3% | +38.1% |
| YTD | +15.1% | -18.9% | +34.0% | +20.5% |
| 1Y | +18.7% | -17.7% | +36.4% | +23.4% |
| 3Y | +72.1% | +15.6% | +56.4% | +48.3% |
| All | +92.3% | +38.7% | +53.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling