+14.6%
TMUS vs MOD
+116.8%
-102.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +0.6% |
| 7D | +9.0% | -34.2% | +43.2% | +7.3% |
| 30D | -3.2% | -51.9% | +48.7% | -5.7% |
| 3M | -6.9% | -53.0% | +46.2% | -9.2% |
| 6M | -16.4% | -66.4% | +49.9% | -19.0% |
| YTD | -19.6% | -31.5% | +11.9% | -21.8% |
| 1Y | -19.9% | -39.6% | +19.7% | -22.1% |
| All | +14.6% | +116.8% | -102.2% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling