+296.2%
TMUS vs MKSI
+912.9%
-616.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | +6.5% | +25.3% | -18.8% | +1.5% |
| 30D | +11.3% | -10.5% | +21.8% | +12.9% |
| 3M | -2.9% | -27.7% | +24.9% | +2.4% |
| 6M | -10.5% | -28.8% | +18.3% | -8.2% |
| YTD | -14.4% | +39.0% | -53.4% | -27.1% |
| 1Y | -17.9% | +45.2% | -63.1% | -31.1% |
| 3Y | +21.9% | +218.8% | -196.9% | -27.1% |
| 5Y | +52.1% | +38.1% | +14.0% | +11.6% |
| 10Y | +242.4% | +360.8% | -118.4% | +32.9% |
| All | +296.2% | +912.9% | -616.7% | -7.2% |
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