+52.3%
MSFT vs TMUS
+15.4%
+36.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | +1.7% | +3.6% | -1.9% | +1.7% |
| 30D | +0.2% | -3.4% | +3.5% | +0.2% |
| 3M | +6.4% | -9.5% | +15.8% | +6.5% |
| 6M | +28.7% | -15.2% | +43.9% | +28.9% |
| YTD | +10.4% | -18.9% | +29.3% | +10.7% |
| 1Y | +7.6% | -17.7% | +25.3% | +7.8% |
| 3Y | +52.3% | +15.6% | +36.7% | +61.6% |
| All | +52.3% | +15.4% | +36.9% | +61.6% |
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