+2,369.3%
MSFT vs TMUS
+359.0%
+2,010.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.4% | -1.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +2.7% | +5.3% | -2.5% | +1.6% |
| 3M | +17.0% | +3.1% | +13.8% | +15.7% |
| 6M | +23.8% | -16.5% | +40.3% | +27.8% |
| YTD | +4.0% | -9.2% | +13.1% | +5.1% |
| 1Y | -0.8% | -26.5% | +25.7% | +4.8% |
| 3Y | +55.6% | +39.0% | +16.6% | +40.9% |
| 5Y | +72.9% | +40.4% | +32.5% | +55.4% |
| 10Y | +875.8% | +303.7% | +572.1% | +613.6% |
| All | +2,369.3% | +359.0% | +2,010.3% | +1,426.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling