+238.4%
TMUS vs MAS
+213.7%
+24.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.3% |
| 7D | +3.6% | +2.0% | +1.6% | +3.1% |
| 30D | -3.4% | +19.4% | -22.7% | -7.2% |
| 3M | -9.5% | +9.4% | -18.9% | -11.5% |
| 6M | -15.2% | +15.3% | -30.5% | -18.5% |
| YTD | -18.9% | +31.3% | -50.2% | -25.4% |
| 1Y | -17.7% | +34.9% | -52.6% | -24.9% |
| 3Y | +15.6% | +58.6% | -43.0% | -2.7% |
| 5Y | +38.9% | +40.7% | -1.8% | +18.9% |
| All | +238.4% | +213.7% | +24.7% | +110.2% |
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