+808.8%
MU vs TMUS
+14.4%
+794.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.9% | -18.4% | -17.1% |
| 7D | -29.7% | +9.0% | -38.8% | -26.8% |
| 30D | -37.2% | -3.2% | -34.0% | -37.0% |
| 3M | -26.5% | -6.9% | -19.6% | -27.1% |
| 6M | +2.6% | -16.4% | +19.0% | +0.1% |
| YTD | +130.1% | -19.6% | +149.8% | +123.9% |
| 1Y | +176.7% | -19.9% | +196.6% | +169.4% |
| All | +808.8% | +14.4% | +794.4% | +806.7% |
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