+871.5%
MU vs TMUS
+20.7%
+850.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.0% |
| 7D | -15.2% | +9.5% | -24.7% | -11.8% |
| 30D | -29.5% | +13.8% | -43.3% | -25.1% |
| 3M | -15.8% | -4.6% | -11.2% | -15.7% |
| 6M | -2.9% | -11.7% | +8.8% | -3.2% |
| YTD | +154.2% | -15.4% | +169.6% | +152.4% |
| 1Y | +186.6% | -16.1% | +202.7% | +184.6% |
| 3Y | +871.5% | +20.5% | +851.0% | +862.5% |
| All | +871.5% | +20.7% | +850.8% | +862.5% |
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