+268.7%
TMUS vs MOD
+347.0%
-78.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -21.4% | +24.5% | +6.2% |
| 7D | +7.5% | -31.3% | +38.8% | +12.8% |
| 30D | -3.3% | -46.1% | +42.8% | +4.8% |
| 3M | -9.7% | -51.1% | +41.5% | -1.1% |
| 6M | -17.2% | -62.1% | +44.8% | -7.5% |
| YTD | -20.3% | -26.2% | +5.8% | -21.5% |
| 1Y | -21.2% | -32.6% | +11.3% | -21.8% |
| 3Y | +13.5% | +133.8% | -120.3% | -17.2% |
| 5Y | +36.5% | +792.8% | -756.3% | -27.2% |
| 10Y | +239.2% | +959.8% | -720.6% | +46.6% |
| All | +268.7% | +347.0% | -78.3% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling