+553.7%
MS vs TMUS
+235.5%
+318.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.8% | +9.5% | -8.7% | -2.2% |
| 30D | -0.7% | +13.8% | -14.5% | -5.2% |
| 3M | -12.4% | -4.6% | -7.8% | -11.9% |
| 6M | -1.7% | -11.7% | +10.0% | +0.6% |
| YTD | +8.0% | -15.4% | +23.4% | +11.0% |
| 1Y | +16.2% | -16.1% | +32.4% | +19.6% |
| 3Y | +171.3% | +20.5% | +150.8% | +128.7% |
| 5Y | +124.8% | +48.7% | +76.0% | +67.5% |
| 10Y | +553.7% | +240.8% | +312.9% | +252.3% |
| All | +553.7% | +235.5% | +318.1% | +252.3% |
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