+272.0%
TMUS vs MOD
+314.5%
-42.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +2.0% |
| 7D | +9.0% | -34.2% | +43.2% | +15.1% |
| 30D | -3.2% | -51.9% | +48.7% | +6.7% |
| 3M | -6.9% | -53.0% | +46.2% | +2.4% |
| 6M | -16.4% | -66.4% | +49.9% | -4.9% |
| YTD | -19.6% | -31.5% | +11.9% | -19.9% |
| 1Y | -19.9% | -39.6% | +19.7% | -19.2% |
| 3Y | +14.5% | +116.8% | -102.3% | -15.6% |
| 5Y | +37.7% | +713.8% | -676.1% | -25.5% |
| 10Y | +242.2% | +882.7% | -640.4% | +49.5% |
| All | +272.0% | +314.5% | -42.5% | +75.8% |
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