+240.8%
TMUS vs MAR
+528.1%
-287.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -0.4% |
| 7D | +9.5% | +2.9% | +6.6% | +8.8% |
| 30D | +13.8% | +17.0% | -3.3% | +10.0% |
| 3M | -4.6% | +23.2% | -27.7% | -8.9% |
| 6M | -11.7% | +21.7% | -33.4% | -15.6% |
| YTD | -15.4% | +38.9% | -54.2% | -21.9% |
| 1Y | -16.1% | +48.7% | -64.8% | -23.9% |
| 3Y | +20.5% | +122.9% | -102.4% | -2.3% |
| 5Y | +48.7% | +177.5% | -128.7% | +12.2% |
| 10Y | +240.8% | +537.5% | -296.7% | +90.7% |
| All | +240.8% | +528.1% | -287.3% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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