+43.0%
TMUS vs MAR
+155.0%
-112.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | -0.3% | -1.7% | +1.5% | 0.0% |
| 30D | +3.1% | -6.9% | +10.0% | +4.4% |
| 3M | +2.4% | -15.8% | +18.2% | +5.4% |
| 6M | -17.1% | +1.9% | -19.0% | -17.7% |
| YTD | -9.1% | +6.6% | -15.7% | -10.9% |
| 1Y | -23.6% | +23.7% | -47.3% | -27.6% |
| 3Y | +38.8% | +64.6% | -25.7% | +20.9% |
| 5Y | +43.0% | +156.4% | -113.4% | +12.4% |
| All | +43.0% | +155.0% | -112.0% | +12.4% |
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