+876.0%
MSFT vs TMUS
+306.4%
+569.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.4% | -0.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +2.7% | +5.3% | -2.5% | +0.7% |
| 3M | +17.0% | +3.1% | +13.8% | +14.6% |
| 6M | +23.8% | -16.5% | +40.3% | +31.0% |
| YTD | +4.0% | -9.2% | +13.1% | +5.7% |
| 1Y | -0.8% | -26.5% | +25.7% | +9.9% |
| 3Y | +55.6% | +39.0% | +16.6% | +23.5% |
| 5Y | +72.9% | +40.4% | +32.5% | +34.7% |
| All | +876.0% | +306.4% | +569.6% | +384.0% |
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 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