+320.9%
TMUS vs MCO
+792.7%
-471.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.1% |
| 7D | -0.3% | -2.7% | +2.5% | +0.8% |
| 30D | +3.1% | +0.9% | +2.2% | +2.7% |
| 3M | +2.4% | +8.7% | -6.3% | -1.2% |
| 6M | -17.1% | +2.4% | -19.5% | -18.4% |
| YTD | -9.1% | -5.2% | -3.9% | -8.6% |
| 1Y | -23.6% | -4.4% | -19.2% | -23.7% |
| 3Y | +38.8% | +45.1% | -6.3% | +14.0% |
| 5Y | +43.0% | +31.5% | +11.5% | +19.1% |
| 10Y | +309.1% | +380.7% | -71.6% | +86.5% |
| All | +320.9% | +792.7% | -471.9% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling