+1,397.6%
MUU vs TMUS
-16.5%
+1,414.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +1.8% | +22.4% | +25.7% |
| 7D | -2.5% | +8.2% | -10.7% | +4.0% |
| 30D | -39.7% | +13.4% | -53.1% | -31.2% |
| 3M | -27.4% | -3.0% | -24.4% | -25.5% |
| 6M | -38.4% | -8.8% | -29.7% | -35.4% |
| YTD | +276.4% | -13.8% | +290.3% | +291.5% |
| 1Y | +390.7% | -17.1% | +407.8% | +410.0% |
| All | +1,397.6% | -16.5% | +1,414.1% | +1,318.5% |
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 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