+42.2%
TMUS vs MAR
+158.5%
-116.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.6% | +4.3% | -0.7% | +2.8% |
| 30D | -3.4% | +16.8% | -20.2% | -6.0% |
| 3M | -9.5% | +16.0% | -25.5% | -11.9% |
| 6M | -15.2% | +16.5% | -31.6% | -17.7% |
| YTD | -18.9% | +35.0% | -54.0% | -23.9% |
| 1Y | -17.7% | +49.4% | -67.1% | -24.5% |
| 3Y | +15.6% | +124.1% | -108.4% | -5.9% |
| All | +42.2% | +158.5% | -116.3% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling