+855.4%
MU vs TMUS
+15.4%
+839.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +5.5% |
| 7D | -22.0% | +3.6% | -25.6% | -20.6% |
| 30D | -36.6% | -3.4% | -33.2% | -36.4% |
| 3M | -21.7% | -9.5% | -12.2% | -23.2% |
| 6M | +3.5% | -15.2% | +18.7% | +1.6% |
| YTD | +141.9% | -18.9% | +160.9% | +136.2% |
| 1Y | +189.8% | -17.7% | +207.5% | +183.4% |
| 3Y | +855.4% | +15.6% | +839.7% | +856.5% |
| All | +855.4% | +15.4% | +839.9% | +856.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling