+317.5%
TMUS vs MKSI
+524.1%
-206.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.7% |
| 7D | +0.4% | +2.7% | -2.2% | +0.2% |
| 30D | +3.5% | -12.8% | +16.3% | +4.9% |
| 3M | -1.3% | -22.5% | +21.2% | +0.1% |
| 6M | -13.6% | +19.4% | -33.0% | -17.8% |
| YTD | -8.8% | +67.7% | -76.5% | -17.8% |
| 1Y | -22.9% | +131.4% | -154.3% | -34.5% |
| 3Y | +36.7% | +197.3% | -160.6% | +4.3% |
| 5Y | +46.6% | +87.0% | -40.4% | +19.4% |
| All | +317.5% | +524.1% | -206.6% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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