+570.4%
MSTR vs TMUS
+238.1%
+332.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.2% | +3.6% | -4.8% | -2.4% |
| 30D | -15.9% | -3.4% | -12.6% | -16.0% |
| 3M | +33.1% | -9.5% | +42.6% | +35.6% |
| 6M | -31.0% | -15.2% | -15.8% | -28.5% |
| YTD | -15.1% | -18.9% | +3.8% | -11.9% |
| 1Y | -45.6% | -17.7% | -27.9% | -44.1% |
| 3Y | +180.5% | +15.6% | +164.9% | +128.9% |
| 5Y | +61.7% | +38.9% | +22.8% | +24.1% |
| All | +570.4% | +238.1% | +332.3% | +297.0% |
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