+320.5%
TMUS vs MAS
+354.9%
-34.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.2% | -4.0% |
| 7D | +0.1% | -0.8% | +0.8% | +0.3% |
| 30D | +5.3% | -5.6% | +10.8% | +6.9% |
| 3M | +3.1% | +4.4% | -1.3% | +0.9% |
| 6M | -16.5% | +7.2% | -23.7% | -19.7% |
| YTD | -9.2% | +16.1% | -25.3% | -15.3% |
| 1Y | -26.5% | +0.1% | -26.6% | -28.3% |
| 3Y | +39.0% | +28.3% | +10.7% | +20.9% |
| 5Y | +40.4% | +30.5% | +9.9% | +18.0% |
| 10Y | +303.7% | +139.1% | +164.6% | +163.1% |
| All | +320.5% | +354.9% | -34.4% | +93.3% |
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