-49.3%
MSTR vs TMUS
-16.3%
-33.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.5% |
| 7D | -10.7% | +9.5% | -20.2% | -7.8% |
| 30D | -21.6% | +13.8% | -35.4% | -17.4% |
| 3M | +24.4% | -4.6% | +29.0% | +25.1% |
| 6M | -35.5% | -11.7% | -23.8% | -37.5% |
| YTD | -20.3% | -15.4% | -4.9% | -24.5% |
| 1Y | -49.3% | -16.1% | -33.2% | -52.1% |
| All | -49.3% | -16.3% | -33.1% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling