+234.7%
TMUS vs MOD
+1,005.7%
-771.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.9% | -5.7% | +3.5% |
| 7D | +5.3% | -13.9% | +19.3% | +6.0% |
| 30D | +13.5% | -41.5% | +55.1% | +16.9% |
| 3M | -4.2% | -45.7% | +41.5% | -1.1% |
| 6M | -11.9% | -61.1% | +49.2% | -7.6% |
| YTD | -15.6% | -20.5% | +4.9% | -17.3% |
| 1Y | -16.8% | -32.1% | +15.3% | -17.7% |
| 3Y | +20.8% | +146.5% | -125.7% | -1.1% |
| 5Y | +48.0% | +812.7% | -764.7% | -1.4% |
| 10Y | +234.7% | +966.8% | -732.1% | +105.6% |
| All | +234.7% | +1,005.7% | -771.0% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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