+268.7%
TMUS vs MAS
+443.2%
-174.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.6% | +1.3% |
| 7D | +7.5% | +14.2% | -6.7% | +3.1% |
| 30D | -3.3% | +26.8% | -30.1% | -10.2% |
| 3M | -9.7% | +13.1% | -22.8% | -13.3% |
| 6M | -17.2% | +27.9% | -45.1% | -24.1% |
| YTD | -20.3% | +38.7% | -59.0% | -29.8% |
| 1Y | -21.2% | +40.4% | -61.6% | -31.0% |
| 3Y | +13.5% | +66.1% | -52.6% | -9.0% |
| 5Y | +36.5% | +47.4% | -10.9% | +10.8% |
| 10Y | +239.2% | +238.3% | +0.9% | +97.3% |
| All | +268.7% | +443.2% | -174.5% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling