+150.5%
MO vs TMUS
+48.6%
+101.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.8% | +9.5% | -10.3% | -2.7% |
| 30D | +6.5% | +13.8% | -7.3% | +3.5% |
| 3M | +18.3% | -4.6% | +22.9% | +18.9% |
| 6M | +15.6% | -11.7% | +27.3% | +17.7% |
| YTD | +38.8% | -15.4% | +54.2% | +42.3% |
| 1Y | +41.6% | -16.1% | +57.8% | +45.4% |
| 3Y | +138.2% | +20.5% | +117.8% | +130.0% |
| 5Y | +150.5% | +48.7% | +101.7% | +143.6% |
| All | +150.5% | +48.6% | +101.9% | +143.6% |
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