+290.8%
TMUS vs MAR
+968.4%
-677.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +4.0% | +4.1% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +13.5% | +14.0% | -0.5% | +8.2% |
| 3M | -4.2% | +18.1% | -22.3% | -10.1% |
| 6M | -11.9% | +18.6% | -30.5% | -17.7% |
| YTD | -15.6% | +35.3% | -50.8% | -25.6% |
| 1Y | -16.8% | +44.5% | -61.2% | -28.6% |
| 3Y | +20.8% | +120.7% | -99.9% | -14.3% |
| 5Y | +48.0% | +164.1% | -116.0% | -5.5% |
| 10Y | +234.7% | +515.5% | -280.8% | +27.7% |
| All | +290.8% | +968.4% | -677.6% | -2.9% |
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