+112.4%
MS vs TMUS
+38.7%
+73.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -1.6% | +3.6% | -5.1% | -2.0% |
| 30D | -3.8% | -3.4% | -0.4% | -3.6% |
| 3M | -14.6% | -9.5% | -5.1% | -13.6% |
| 6M | -5.1% | -15.2% | +10.1% | -3.3% |
| YTD | +4.5% | -18.9% | +23.4% | +6.7% |
| 1Y | +13.5% | -17.7% | +31.2% | +15.3% |
| 3Y | +160.4% | +15.6% | +144.8% | +128.9% |
| All | +112.4% | +38.7% | +73.7% | +80.0% |
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