+1,108.0%
MSTR vs TMUS
+359.0%
+749.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.5% |
| 7D | +12.2% | +0.1% | +12.1% | +12.1% |
| 30D | +45.2% | +5.3% | +39.9% | +43.0% |
| 3M | +10.4% | +3.1% | +7.2% | +8.8% |
| 6M | -2.5% | -16.5% | +14.0% | +0.9% |
| YTD | -6.0% | -9.2% | +3.1% | -5.3% |
| 1Y | -56.4% | -26.5% | -29.9% | -53.7% |
| 3Y | +306.3% | +39.0% | +267.3% | +258.8% |
| 5Y | +100.5% | +40.4% | +60.1% | +79.0% |
| 10Y | +741.1% | +303.7% | +437.4% | +484.0% |
| All | +1,108.0% | +359.0% | +749.0% | +550.1% |
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 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