+993.8%
MSTR vs TMUS
+306.1%
+687.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.2% | -9.5% |
| 7D | -8.7% | +9.0% | -17.7% | -10.8% |
| 30D | -21.4% | -3.2% | -18.2% | -21.5% |
| 3M | +31.4% | -6.9% | +38.3% | +32.1% |
| 6M | -30.8% | -16.4% | -14.4% | -28.9% |
| YTD | -14.9% | -19.6% | +4.7% | -12.5% |
| 1Y | -49.3% | -19.9% | -29.4% | -47.9% |
| 3Y | +184.8% | +14.5% | +170.3% | +161.4% |
| 5Y | +62.1% | +37.7% | +24.4% | +44.3% |
| 10Y | +580.0% | +242.2% | +337.7% | +386.6% |
| All | +993.8% | +306.1% | +687.7% | +500.4% |
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 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