+911.7%
MU vs TMUS
+48.6%
+863.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -15.2% | +9.5% | -24.7% | -14.3% |
| 30D | -29.5% | +13.8% | -43.3% | -28.4% |
| 3M | -15.8% | -4.6% | -11.2% | -15.4% |
| 6M | -2.9% | -11.7% | +8.8% | -2.1% |
| YTD | +154.2% | -15.4% | +169.6% | +155.8% |
| 1Y | +186.6% | -16.1% | +202.7% | +188.6% |
| 3Y | +871.5% | +20.5% | +851.0% | +717.6% |
| 5Y | +911.7% | +48.7% | +862.9% | +691.4% |
| All | +911.7% | +48.6% | +863.1% | +691.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling