+155.7%
MO vs TMUS
+244.6%
-88.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.1% |
| 7D | +3.3% | +4.9% | -1.6% | +2.0% |
| 30D | +7.5% | +7.7% | -0.2% | +5.4% |
| 3M | +22.8% | -6.8% | +29.6% | +24.2% |
| 6M | +13.4% | -9.7% | +23.0% | +15.2% |
| YTD | +43.0% | -15.0% | +57.9% | +47.1% |
| 1Y | +45.2% | -19.1% | +64.4% | +51.3% |
| 3Y | +145.5% | +21.4% | +124.1% | +128.3% |
| 5Y | +157.1% | +51.2% | +105.9% | +122.8% |
| All | +155.7% | +244.6% | -88.9% | +82.2% |
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 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