+1,138.0%
MUU vs TMUS
-18.1%
+1,156.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +4.1% | +8.3% | +16.0% |
| 7D | -27.2% | +5.3% | -32.5% | -23.3% |
| 30D | -54.0% | +13.5% | -67.6% | -47.3% |
| 3M | -41.4% | -4.2% | -37.2% | -40.4% |
| 6M | -42.5% | -11.9% | -30.6% | -40.9% |
| YTD | +211.2% | -15.6% | +226.8% | +219.1% |
| 1Y | +313.4% | -16.8% | +330.1% | +324.6% |
| All | +1,138.0% | -18.1% | +1,156.2% | +1,056.2% |
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