+42.4%
TMUS vs MKSI
+81.7%
-39.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | -5.8% | +4.9% | -10.7% | -5.8% |
| 30D | -0.2% | -11.0% | +10.7% | -0.2% |
| 3M | -4.0% | -17.1% | +13.1% | -4.3% |
| 6M | -18.1% | +16.4% | -34.5% | -19.5% |
| YTD | -11.3% | +64.3% | -75.6% | -14.5% |
| 1Y | -24.7% | +137.7% | -162.5% | -29.3% |
| 3Y | +35.4% | +189.1% | -153.7% | +19.9% |
| 5Y | +42.4% | +83.1% | -40.7% | +31.5% |
| All | +42.4% | +81.7% | -39.2% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling