-16.3%
TMUS vs MOD
-33.9%
+17.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.9% | -5.7% | +5.1% |
| 7D | +5.3% | -13.9% | +19.3% | +3.9% |
| 30D | +13.5% | -41.5% | +55.1% | +8.2% |
| 3M | -4.2% | -45.7% | +41.5% | -9.1% |
| 6M | -11.9% | -61.1% | +49.2% | -17.7% |
| YTD | -15.6% | -20.5% | +4.9% | -19.6% |
| All | -16.3% | -33.9% | +17.6% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling