+2,423.9%
MUU vs TMUS
-14.0%
+2,437.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.4% |
| 7D | +3.6% | -5.8% | +9.3% | -1.1% |
| 30D | +22.3% | -0.2% | +22.5% | +22.7% |
| 3M | -8.2% | -4.0% | -4.2% | -5.2% |
| 6M | +256.3% | -18.1% | +274.5% | +251.8% |
| YTD | +534.4% | -11.3% | +545.7% | +545.1% |
| 1Y | +2,163.5% | -24.7% | +2,188.2% | +2,238.1% |
| All | +2,423.9% | -14.0% | +2,437.9% | +2,237.0% |
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