+320.5%
TMUS vs MAR
+761.9%
-441.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -4.2% | +4.2% | +1.6% |
| 30D | +5.3% | -6.7% | +11.9% | +7.8% |
| 3M | +3.1% | -12.5% | +15.6% | +7.9% |
| 6M | -16.5% | +0.6% | -17.0% | -17.4% |
| YTD | -9.2% | +9.1% | -18.3% | -13.3% |
| 1Y | -26.5% | +26.2% | -52.7% | -33.9% |
| 3Y | +39.0% | +68.2% | -29.1% | +9.0% |
| 5Y | +40.4% | +163.9% | -123.5% | -11.3% |
| 10Y | +303.7% | +420.6% | -116.9% | +62.9% |
| All | +320.5% | +761.9% | -441.4% | +13.2% |
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