+181.3%
MS vs TMUS
+39.0%
+142.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.7% | +0.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -0.3% | +5.3% | -5.5% | -0.4% |
| 3M | +0.3% | +3.1% | -2.8% | 0.0% |
| 6M | +31.3% | -16.5% | +47.8% | +33.3% |
| YTD | +24.7% | -9.2% | +33.8% | +24.7% |
| 1Y | +47.9% | -26.5% | +74.4% | +54.6% |
| All | +181.3% | +39.0% | +142.3% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling