+5,975.2%
MU vs TMUS
+306.4%
+5,668.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.5% | +9.6% | +7.2% |
| 7D | +9.0% | +0.1% | +8.9% | +8.8% |
| 30D | +13.8% | +5.3% | +8.6% | +11.7% |
| 3M | +2.1% | +3.1% | -1.1% | -1.2% |
| 6M | +153.8% | -16.5% | +170.3% | +163.9% |
| YTD | +256.4% | -9.2% | +265.6% | +254.9% |
| 1Y | +719.8% | -26.5% | +746.2% | +792.0% |
| 3Y | +1,360.4% | +39.0% | +1,321.3% | +990.4% |
| 5Y | +1,312.4% | +40.4% | +1,272.0% | +926.0% |
| All | +5,975.2% | +306.4% | +5,668.9% | +2,363.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling