+235.4%
TMUS vs MAS
+219.8%
+15.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.7% |
| 7D | +9.0% | +4.6% | +4.5% | +7.9% |
| 30D | -3.2% | +19.9% | -23.1% | -7.2% |
| 3M | -6.9% | +8.9% | -15.8% | -8.9% |
| 6M | -16.4% | +20.2% | -36.6% | -20.5% |
| YTD | -19.6% | +33.9% | -53.5% | -26.4% |
| 1Y | -19.9% | +34.7% | -54.6% | -26.8% |
| 3Y | +14.5% | +60.4% | -45.9% | -3.8% |
| 5Y | +37.7% | +43.5% | -5.8% | +17.3% |
| All | +235.4% | +219.8% | +15.6% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling