+481.0%
MSTR vs TMUS
+244.6%
+236.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -13.4% | +4.9% | -18.3% | -14.8% |
| 30D | -22.1% | +7.7% | -29.8% | -24.5% |
| 3M | +15.0% | -6.8% | +21.7% | +16.1% |
| 6M | -37.3% | -9.7% | -27.6% | -36.5% |
| YTD | -26.5% | -15.0% | -11.6% | -25.0% |
| 1Y | -46.5% | -19.1% | -27.4% | -44.2% |
| 3Y | +121.1% | +21.4% | +99.7% | +77.2% |
| 5Y | +37.5% | +51.2% | -13.7% | +2.4% |
| All | +481.0% | +244.6% | +236.4% | +241.9% |
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