+320.5%
TMUS vs MKSI
+1,090.3%
-769.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.7% | -4.4% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +5.3% | -16.8% | +22.0% | +9.0% |
| 3M | +3.1% | -21.1% | +24.2% | +5.3% |
| 6M | -16.5% | +10.8% | -27.3% | -22.5% |
| YTD | -9.2% | +63.3% | -72.5% | -24.2% |
| 1Y | -26.5% | +157.0% | -183.5% | -46.5% |
| 3Y | +39.0% | +163.7% | -124.7% | -9.3% |
| 5Y | +40.4% | +82.0% | -41.6% | -3.3% |
| 10Y | +303.7% | +467.2% | -163.5% | +50.4% |
| All | +320.5% | +1,090.3% | -769.9% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling