+37.7%
TMUS vs MOD
+720.4%
-682.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +1.0% |
| 7D | +9.0% | -34.2% | +43.2% | +9.4% |
| 30D | -3.2% | -51.9% | +48.7% | -2.4% |
| 3M | -6.9% | -53.0% | +46.2% | -6.1% |
| 6M | -16.4% | -66.4% | +49.9% | -15.2% |
| YTD | -19.6% | -31.5% | +11.9% | -21.4% |
| 1Y | -19.9% | -39.6% | +19.7% | -21.4% |
| 3Y | +14.5% | +116.8% | -102.3% | -4.5% |
| 5Y | +37.7% | +713.8% | -676.1% | -14.6% |
| All | +37.7% | +720.4% | -682.7% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling