+13.6%
TMUS vs MAS
+67.0%
-53.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.6% | +2.7% |
| 7D | +7.5% | +14.2% | -6.7% | +6.7% |
| 30D | -3.3% | +26.8% | -30.1% | -4.4% |
| 3M | -9.7% | +13.1% | -22.8% | -10.3% |
| 6M | -17.2% | +27.9% | -45.1% | -18.1% |
| YTD | -20.3% | +38.7% | -59.0% | -21.8% |
| 1Y | -21.2% | +40.4% | -61.6% | -22.7% |
| All | +13.6% | +67.0% | -53.4% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling