+107.5%
MO vs TMUS
+319.1%
-211.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | -2.4% | -5.3% | +2.9% | -1.1% |
| 30D | +3.6% | +0.1% | +3.5% | +3.5% |
| 3M | -3.7% | -0.6% | -3.1% | -3.9% |
| 6M | +4.5% | -17.5% | +22.1% | +9.1% |
| YTD | +21.5% | -11.3% | +32.8% | +24.3% |
| 1Y | +9.5% | -25.4% | +34.9% | +17.0% |
| 3Y | +93.6% | +35.5% | +58.1% | +76.2% |
| 5Y | +97.5% | +41.9% | +55.6% | +75.8% |
| All | +107.5% | +319.1% | -211.6% | +45.3% |
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