+275.3%
TMUS vs MAR
+966.7%
-691.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +3.6% | +4.3% | -0.7% | +2.0% |
| 30D | -3.4% | +16.8% | -20.2% | -8.8% |
| 3M | -9.5% | +16.0% | -25.5% | -14.5% |
| 6M | -15.2% | +16.5% | -31.6% | -20.3% |
| YTD | -18.9% | +35.0% | -54.0% | -28.5% |
| 1Y | -17.7% | +49.4% | -67.1% | -30.3% |
| 3Y | +15.6% | +124.1% | -108.4% | -18.5% |
| 5Y | +38.9% | +159.2% | -120.3% | -10.7% |
| 10Y | +245.3% | +553.9% | -308.7% | +27.8% |
| All | +275.3% | +966.7% | -691.4% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling