+305.7%
TMUS vs MCO
+385.7%
-80.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | -5.8% | -7.3% | +1.5% | -3.1% |
| 30D | -0.2% | -1.7% | +1.5% | +0.4% |
| 3M | -4.0% | +3.9% | -7.9% | -5.4% |
| 6M | -18.1% | +3.8% | -21.9% | -19.7% |
| YTD | -11.3% | -7.9% | -3.4% | -9.7% |
| 1Y | -24.7% | -6.8% | -17.9% | -23.9% |
| 3Y | +35.4% | +40.9% | -5.6% | +13.4% |
| 5Y | +42.4% | +27.5% | +14.9% | +21.6% |
| All | +305.7% | +385.7% | -80.1% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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