+114.0%
MS vs TMUS
+37.3%
+76.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.1% |
| 7D | -3.4% | +9.0% | -12.4% | -4.6% |
| 30D | -3.9% | -3.2% | -0.7% | -3.8% |
| 3M | -15.9% | -6.9% | -9.0% | -15.4% |
| 6M | -2.5% | -16.4% | +13.9% | -0.4% |
| YTD | +5.1% | -19.6% | +24.7% | +7.4% |
| 1Y | +13.0% | -19.9% | +32.9% | +15.4% |
| 3Y | +160.7% | +14.5% | +146.2% | +129.6% |
| 5Y | +114.0% | +37.7% | +76.3% | +82.5% |
| All | +114.0% | +37.3% | +76.7% | +82.5% |
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