+110.3%
MO vs TMUS
+318.7%
-208.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -1.0% | -5.8% | +4.8% | +0.5% |
| 30D | +5.8% | -0.2% | +6.0% | +5.8% |
| 3M | -4.5% | -4.0% | -0.6% | -3.9% |
| 6M | +5.7% | -18.1% | +23.8% | +10.6% |
| YTD | +23.1% | -11.3% | +34.5% | +26.0% |
| 1Y | +10.9% | -24.7% | +35.7% | +18.2% |
| 3Y | +96.1% | +35.4% | +60.8% | +78.6% |
| 5Y | +100.1% | +42.4% | +57.6% | +77.9% |
| All | +110.3% | +318.7% | -208.4% | +47.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling