+48.3%
MSTR vs TMUS
+48.6%
-0.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -10.7% | +9.5% | -20.2% | -13.2% |
| 30D | -21.6% | +13.8% | -35.4% | -25.3% |
| 3M | +24.4% | -4.6% | +29.0% | +24.9% |
| 6M | -35.5% | -11.7% | -23.8% | -33.6% |
| YTD | -20.3% | -15.4% | -4.9% | -18.0% |
| 1Y | -49.3% | -16.1% | -33.2% | -47.8% |
| 3Y | +137.8% | +20.5% | +117.3% | +48.9% |
| 5Y | +48.3% | +48.7% | -0.4% | -25.4% |
| All | +48.3% | +48.6% | -0.3% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling