+889.0%
MSFT vs TMUS
+238.1%
+650.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +1.7% | +3.6% | -1.9% | +0.4% |
| 30D | +0.2% | -3.4% | +3.5% | +0.3% |
| 3M | +6.4% | -9.5% | +15.8% | +8.9% |
| 6M | +28.7% | -15.2% | +43.9% | +33.9% |
| YTD | +10.4% | -18.9% | +29.3% | +15.6% |
| 1Y | +7.6% | -17.7% | +25.3% | +11.9% |
| 3Y | +52.3% | +15.6% | +36.7% | +28.6% |
| 5Y | +64.5% | +38.9% | +25.6% | +24.9% |
| All | +889.0% | +238.1% | +650.9% | +417.2% |
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