+265.1%
MU vs TMUS
-20.4%
+285.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.1% | -4.7% |
| 7D | -19.1% | +7.5% | -26.6% | -14.3% |
| 30D | -25.2% | -3.3% | -21.9% | -25.2% |
| 3M | -10.9% | -9.7% | -1.2% | -15.1% |
| 6M | +38.0% | -17.2% | +55.2% | +28.0% |
| YTD | +178.8% | -20.3% | +199.2% | +152.3% |
| 1Y | +265.1% | -21.2% | +286.4% | +230.3% |
| All | +265.1% | -20.4% | +285.6% | +230.3% |
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