+1,104.1%
MO vs TMUS
+332.5%
+771.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | +0.4% | +6.5% | -6.1% | -0.4% |
| 30D | +8.9% | +11.3% | -2.4% | +7.3% |
| 3M | +23.0% | -2.9% | +25.9% | +23.1% |
| 6M | +15.0% | -10.5% | +25.5% | +16.1% |
| YTD | +41.7% | -14.4% | +56.1% | +43.7% |
| 1Y | +43.3% | -17.9% | +61.2% | +46.1% |
| 3Y | +143.2% | +21.9% | +121.3% | +135.5% |
| 5Y | +154.7% | +52.1% | +102.6% | +138.8% |
| 10Y | +151.0% | +242.4% | -91.4% | +114.1% |
| All | +1,104.1% | +332.5% | +771.6% | +795.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling