+4,609.2%
MU vs TMUS
+248.1%
+4,361.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.8% | +10.1% | +11.4% |
| 7D | +2.0% | +8.2% | -6.1% | 0.0% |
| 30D | -18.0% | +13.4% | -31.3% | -21.2% |
| 3M | -6.6% | -3.0% | -3.5% | -6.9% |
| 6M | +2.0% | -8.8% | +10.8% | +1.8% |
| YTD | +184.5% | -13.8% | +198.3% | +184.9% |
| 1Y | +236.9% | -17.1% | +253.9% | +242.6% |
| 3Y | +987.0% | +22.7% | +964.3% | +746.6% |
| 5Y | +1,014.6% | +52.8% | +961.8% | +645.6% |
| 10Y | +4,609.2% | +244.6% | +4,364.6% | +1,719.9% |
| All | +4,609.2% | +248.1% | +4,361.1% | +1,719.9% |
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