-16.1%
TMUS vs MAR
+47.8%
-64.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | +0.2% |
| 7D | +9.5% | +2.9% | +6.6% | +9.5% |
| 30D | +13.8% | +17.0% | -3.3% | +14.2% |
| 3M | -4.6% | +23.2% | -27.7% | -4.2% |
| 6M | -11.7% | +21.7% | -33.4% | -10.8% |
| YTD | -15.4% | +38.9% | -54.2% | -13.7% |
| 1Y | -16.1% | +48.7% | -64.8% | -14.5% |
| All | -16.1% | +47.8% | -64.0% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling